+966.8%
MOD vs WU
-36.4%
+1,003.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.2% | +10.0% |
| 7D | -13.9% | +9.1% | -23.0% | -17.7% |
| 30D | -41.5% | +12.1% | -53.6% | -44.9% |
| 3M | -45.7% | +0.3% | -46.1% | -46.7% |
| 6M | -61.1% | -19.1% | -42.0% | -58.9% |
| YTD | -20.5% | -19.2% | -1.3% | -16.8% |
| 1Y | -32.1% | -15.3% | -16.8% | -31.1% |
| 3Y | +146.5% | -21.3% | +167.8% | +148.5% |
| 5Y | +812.7% | -41.7% | +854.4% | +960.7% |
| 10Y | +966.8% | -36.0% | +1,002.8% | +1,058.7% |
| All | +966.8% | -36.4% | +1,003.3% | +1,058.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling