-35.5%
MOD vs WU
-14.8%
-20.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -2.6% |
| 7D | -17.8% | +11.0% | -28.9% | -15.2% |
| 30D | -43.2% | +13.4% | -56.6% | -41.2% |
| 3M | -46.0% | +2.2% | -48.3% | -44.8% |
| 6M | -62.2% | -18.2% | -44.0% | -61.9% |
| YTD | -22.8% | -18.3% | -4.5% | -21.2% |
| 1Y | -35.5% | -12.2% | -23.3% | -33.6% |
| All | -35.5% | -14.8% | -20.7% | -33.6% |
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 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