+712.3%
WDC vs MOD
+129.2%
+583.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.2% | -3.9% |
| 7D | -28.0% | -25.5% | -2.4% | -18.7% |
| 30D | -34.9% | -49.0% | +14.1% | -13.8% |
| 3M | -41.6% | -49.8% | +8.3% | -22.5% |
| 6M | -45.4% | -64.8% | +19.4% | -15.8% |
| YTD | +53.3% | -27.6% | +80.9% | +79.9% |
| 1Y | +61.5% | -35.2% | +96.7% | +96.2% |
| 3Y | +712.3% | +137.1% | +575.2% | +543.1% |
| All | +712.3% | +129.2% | +583.1% | +543.1% |
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 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