+583.6%
WDC vs MOD
+911.6%
-328.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.2% | -3.4% |
| 7D | -28.0% | -25.5% | -2.4% | -20.5% |
| 30D | -34.9% | -49.0% | +14.1% | -18.3% |
| 3M | -41.6% | -49.8% | +8.3% | -26.5% |
| 6M | -45.4% | -64.8% | +19.4% | -22.2% |
| YTD | +53.3% | -27.6% | +80.9% | +71.7% |
| 1Y | +61.5% | -35.2% | +96.7% | +86.4% |
| 3Y | +712.3% | +137.1% | +575.2% | +491.1% |
| 5Y | +524.2% | +760.3% | -236.1% | +188.4% |
| All | +583.6% | +911.6% | -328.0% | +196.1% |
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