+128.8%
MOD vs WU
-23.1%
+151.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +3.5% |
| 7D | +8.2% | +2.1% | +6.1% | +8.2% |
| 30D | -38.2% | +10.1% | -48.3% | -38.5% |
| 3M | -46.2% | -1.1% | -45.1% | -46.0% |
| 6M | -62.5% | -19.8% | -42.8% | -61.5% |
| YTD | -20.1% | -20.8% | +0.7% | -17.8% |
| 1Y | -29.7% | -15.1% | -14.6% | -29.1% |
| All | +128.8% | -23.1% | +151.9% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling