-66.4%
MOD vs WU
-18.4%
-47.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +6.5% | -13.8% | -4.7% |
| 7D | -34.2% | +13.0% | -47.2% | -30.5% |
| 30D | -51.9% | +14.3% | -66.2% | -49.0% |
| 3M | -53.0% | +0.1% | -53.2% | -51.6% |
| 6M | -66.4% | -17.7% | -48.6% | -68.9% |
| All | -66.4% | -18.4% | -47.9% | -68.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling