+770.0%
WDC vs MOD
+201.5%
+568.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +27.9% | -32.9% | -16.3% |
| 7D | +12.1% | +40.4% | -28.3% | -5.1% |
| 30D | -18.8% | -14.0% | -4.8% | -15.5% |
| 3M | -39.3% | -33.3% | -6.0% | -30.2% |
| 6M | -40.1% | -51.4% | +11.3% | -21.4% |
| YTD | +71.8% | +1.6% | +70.2% | +70.9% |
| 1Y | +88.5% | +5.4% | +83.1% | +84.6% |
| 3Y | +770.0% | +191.0% | +579.0% | +491.6% |
| All | +770.0% | +201.5% | +568.5% | +491.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling