+660.4%
WDC vs MOD
+920.5%
-260.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.8% |
| 7D | -16.7% | -17.8% | +1.1% | -11.2% |
| 30D | -27.2% | -43.2% | +16.0% | -11.8% |
| 3M | -34.0% | -46.0% | +12.0% | -19.0% |
| 6M | -39.7% | -62.2% | +22.5% | -16.1% |
| YTD | +68.1% | -22.8% | +90.9% | +84.2% |
| 1Y | +66.3% | -35.5% | +101.8% | +91.9% |
| 3Y | +754.4% | +128.2% | +626.2% | +526.7% |
| 5Y | +595.8% | +791.6% | -195.8% | +216.6% |
| 10Y | +660.4% | +886.3% | -225.9% | +224.4% |
| All | +660.4% | +920.5% | -260.1% | +224.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling