+417.4%
WDC vs MOD
+45.0%
+372.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.3% | +1.6% | +3.6% |
| 7D | +1.7% | +9.6% | -7.8% | -3.1% |
| 30D | -10.0% | 0.0% | -10.0% | -9.8% |
| 3M | -18.8% | -35.4% | +16.6% | +0.7% |
| 6M | +79.0% | -7.3% | +86.3% | +93.6% |
| YTD | +171.6% | +45.8% | +125.8% | +150.3% |
| 1Y | +417.4% | +43.1% | +374.2% | +377.8% |
| All | +417.4% | +45.0% | +372.4% | +377.8% |
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