+10,177.4%
WDC vs MOD
+1,544.7%
+8,632.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -7.3% | -10.1% | -15.2% |
| 7D | -32.3% | -34.2% | +1.8% | -23.6% |
| 30D | -34.9% | -51.9% | +17.0% | -19.5% |
| 3M | -48.4% | -53.0% | +4.6% | -36.0% |
| 6M | -42.4% | -66.4% | +23.9% | -20.9% |
| YTD | +55.5% | -31.5% | +87.1% | +73.1% |
| 1Y | +67.5% | -39.6% | +107.0% | +92.2% |
| 3Y | +727.3% | +116.8% | +610.5% | +530.0% |
| 5Y | +533.3% | +713.8% | -180.5% | +218.3% |
| 10Y | +627.0% | +882.7% | -255.7% | +197.0% |
| All | +10,177.4% | +1,544.7% | +8,632.7% | +3,118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling