+1,082.7%
MOD vs WU
-43.8%
+1,126.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.4% | +26.5% | +27.6% |
| 7D | +40.4% | -2.0% | +42.5% | +40.9% |
| 30D | -14.0% | +11.4% | -25.4% | -16.3% |
| 3M | -33.3% | -6.8% | -26.5% | -32.6% |
| 6M | -51.4% | -14.6% | -36.8% | -50.4% |
| YTD | +1.6% | -20.6% | +22.2% | +5.6% |
| 1Y | +5.4% | -15.4% | +20.8% | +6.8% |
| 3Y | +191.0% | -23.6% | +214.6% | +194.6% |
| All | +1,082.7% | -43.8% | +1,126.5% | +1,239.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling