+839.8%
MOD vs WU
-37.2%
+877.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +4.7% |
| 7D | +8.2% | +2.1% | +6.1% | +6.8% |
| 30D | -38.2% | +10.1% | -48.3% | -41.4% |
| 3M | -46.2% | -1.1% | -45.1% | -46.9% |
| 6M | -62.5% | -19.8% | -42.8% | -60.4% |
| YTD | -20.1% | -20.8% | +0.7% | -15.8% |
| 1Y | -29.7% | -15.1% | -14.6% | -28.9% |
| 3Y | +136.2% | -23.2% | +159.4% | +140.4% |
| 5Y | +820.4% | -42.6% | +863.0% | +975.2% |
| 10Y | +839.8% | -38.9% | +878.7% | +957.8% |
| All | +839.8% | -37.2% | +877.0% | +957.8% |
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