+5.4%
MOD vs WU
-15.0%
+20.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.4% | +26.5% | +28.2% |
| 7D | +40.4% | -2.0% | +42.5% | +39.6% |
| 30D | -14.0% | +11.4% | -25.4% | -11.6% |
| 3M | -33.3% | -6.8% | -26.5% | -32.8% |
| 6M | -51.4% | -14.6% | -36.8% | -51.4% |
| YTD | +1.6% | -20.6% | +22.2% | +3.4% |
| 1Y | +5.4% | -15.4% | +20.8% | +9.6% |
| All | +5.4% | -15.0% | +20.4% | +9.6% |
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