+113.2%
WDC vs MOD
-33.0%
+146.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -21.4% | +14.7% | +4.8% |
| 7D | -18.3% | -31.3% | +13.0% | -0.8% |
| 30D | -26.7% | -46.1% | +19.4% | +1.1% |
| 3M | -40.9% | -51.1% | +10.2% | -14.6% |
| 6M | -26.8% | -62.1% | +35.3% | +22.5% |
| YTD | +88.2% | -26.2% | +114.4% | +141.4% |
| 1Y | +113.2% | -32.6% | +145.7% | +181.4% |
| All | +113.2% | -33.0% | +146.2% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling