+642.9%
WDC vs MOD
+1,079.7%
-436.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +27.9% | -32.9% | -14.4% |
| 7D | +12.1% | +40.4% | -28.3% | -2.1% |
| 30D | -18.8% | -14.0% | -4.8% | -16.2% |
| 3M | -39.3% | -33.3% | -6.0% | -32.1% |
| 6M | -40.1% | -51.4% | +11.3% | -25.1% |
| YTD | +71.8% | +1.6% | +70.2% | +68.1% |
| 1Y | +88.5% | +5.4% | +83.1% | +81.9% |
| 3Y | +770.0% | +191.0% | +579.0% | +475.4% |
| 5Y | +549.0% | +1,093.1% | -544.1% | +162.8% |
| All | +642.9% | +1,079.7% | -436.8% | +179.3% |
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