+321.2%
MOD vs WU
-23.6%
+344.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.4% |
| 7D | +9.6% | -0.8% | +10.4% | +9.7% |
| 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% | -4.3% |
| YTD | +45.8% | -18.4% | +64.2% | +49.3% |
| 1Y | +43.1% | -8.1% | +51.2% | +40.8% |
| All | +321.2% | -23.6% | +344.8% | +305.8% |
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