+330.5%
MOD vs WU
-20.2%
+350.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.9% |
| 7D | -25.5% | +11.7% | -37.2% | -31.6% |
| 30D | -49.0% | +12.6% | -61.6% | -53.6% |
| 3M | -49.8% | -0.5% | -49.3% | -51.1% |
| 6M | -64.8% | -18.2% | -46.6% | -62.8% |
| YTD | -27.6% | -19.0% | -8.6% | -24.1% |
| 1Y | -35.2% | -16.7% | -18.5% | -33.9% |
| 3Y | +137.1% | -21.0% | +158.2% | +136.9% |
| 5Y | +760.3% | -41.7% | +802.0% | +904.8% |
| 10Y | +938.8% | -35.0% | +973.8% | +965.5% |
| All | +330.5% | -20.2% | +350.7% | +233.7% |
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