+682.0%
WDC vs MOD
+822.6%
-140.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | +16.3% | +16.1% | +0.2% | +10.5% |
| 30D | -18.3% | -38.5% | +20.3% | -3.6% |
| 3M | -31.4% | -46.8% | +15.4% | -15.4% |
| 6M | -36.3% | -61.6% | +25.3% | -11.9% |
| YTD | +80.8% | -20.5% | +101.4% | +96.4% |
| 1Y | +87.7% | -28.0% | +115.7% | +109.3% |
| 3Y | +819.4% | +134.9% | +684.5% | +568.5% |
| 5Y | +583.2% | +833.2% | -250.0% | +207.0% |
| All | +682.0% | +822.6% | -140.7% | +226.3% |
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