+307.2%
MOD vs WU
-18.6%
+325.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +6.5% | -13.8% | -11.2% |
| 7D | -34.2% | +13.0% | -47.2% | -39.8% |
| 30D | -51.9% | +14.3% | -66.2% | -56.6% |
| 3M | -53.0% | +0.1% | -53.2% | -54.4% |
| 6M | -66.4% | -17.7% | -48.6% | -64.5% |
| YTD | -31.5% | -17.3% | -14.2% | -29.0% |
| 1Y | -39.6% | -11.1% | -28.5% | -40.9% |
| 3Y | +116.8% | -19.8% | +136.6% | +115.0% |
| 5Y | +713.8% | -40.5% | +754.3% | +839.9% |
| 10Y | +882.7% | -33.7% | +916.4% | +896.7% |
| All | +307.2% | -18.6% | +325.8% | +212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling