+906.4%
MOD vs WU
-36.0%
+942.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.5% |
| 7D | -25.5% | +11.7% | -37.2% | -29.5% |
| 30D | -49.0% | +12.6% | -61.6% | -52.1% |
| 3M | -49.8% | -0.5% | -49.3% | -50.5% |
| 6M | -64.8% | -18.2% | -46.6% | -63.0% |
| YTD | -27.6% | -19.0% | -8.6% | -24.3% |
| 1Y | -35.2% | -16.7% | -18.5% | -33.7% |
| 3Y | +137.1% | -21.0% | +158.2% | +138.7% |
| 5Y | +760.3% | -41.7% | +802.0% | +900.3% |
| All | +906.4% | -36.0% | +942.4% | +1,004.6% |
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