+653.4%
WDC vs MOD
+1,005.7%
-352.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.9% | 0.0% | +6.4% |
| 7D | -14.4% | -13.9% | -0.5% | -10.2% |
| 30D | -27.1% | -41.5% | +14.5% | -12.5% |
| 3M | -33.3% | -45.7% | +12.5% | -18.3% |
| 6M | -39.6% | -61.1% | +21.5% | -16.8% |
| YTD | +68.4% | -20.5% | +88.9% | +82.7% |
| 1Y | +78.2% | -32.1% | +110.3% | +102.2% |
| 3Y | +772.0% | +146.5% | +625.6% | +524.8% |
| 5Y | +584.9% | +812.7% | -227.8% | +209.7% |
| 10Y | +653.4% | +966.8% | -313.4% | +222.4% |
| All | +653.4% | +1,005.7% | -352.3% | +222.4% |
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