+40.4%
MOD vs WU
-9.0%
+49.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.2% |
| 7D | +9.6% | -0.8% | +10.4% | +9.5% |
| 30D | 0.0% | -1.1% | +1.1% | -0.1% |
| 3M | -35.4% | -3.9% | -31.5% | -35.8% |
| 6M | -7.3% | -20.7% | +13.4% | -7.9% |
| YTD | +45.8% | -18.4% | +64.2% | +45.3% |
| All | +40.4% | -9.0% | +49.4% | +34.4% |
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