-32.6%
MOD vs WU
-18.0%
-14.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.4% | -26.9% | -20.1% |
| 7D | -31.3% | +8.2% | -39.5% | -29.8% |
| 30D | -46.1% | +8.0% | -54.1% | -44.9% |
| 3M | -51.1% | -6.6% | -44.5% | -51.0% |
| 6M | -62.1% | -23.3% | -38.8% | -62.7% |
| YTD | -26.2% | -22.4% | -3.8% | -26.3% |
| 1Y | -32.6% | -18.0% | -14.6% | -31.3% |
| All | -32.6% | -18.0% | -14.6% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling