+5,376.0%
WMB vs MOD
+3,565.2%
+1,810.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.8% |
| 7D | +0.6% | +9.6% | -9.0% | -1.4% |
| 30D | +3.3% | 0.0% | +3.2% | +2.9% |
| 3M | +3.1% | -35.4% | +38.5% | +11.2% |
| 6M | -0.7% | -7.3% | +6.6% | -2.4% |
| YTD | +25.2% | +45.8% | -20.6% | +10.6% |
| 1Y | +32.9% | +43.1% | -10.3% | +16.1% |
| 3Y | +140.6% | +297.7% | -157.1% | +54.7% |
| 5Y | +273.5% | +1,478.8% | -1,205.3% | +65.8% |
| 10Y | +334.2% | +1,633.4% | -1,299.2% | +59.4% |
| All | +5,376.0% | +3,565.2% | +1,810.8% | +1,252.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling