+17,845.4%
WDC vs MOD
+3,565.2%
+14,280.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.3% | +1.6% | +4.6% |
| 7D | +1.7% | +9.6% | -7.8% | -0.9% |
| 30D | -10.0% | 0.0% | -10.0% | -9.9% |
| 3M | -18.8% | -35.4% | +16.6% | -7.0% |
| 6M | +79.0% | -7.3% | +86.3% | +84.5% |
| YTD | +171.6% | +45.8% | +125.8% | +143.8% |
| 1Y | +417.4% | +43.1% | +374.2% | +363.1% |
| 3Y | +1,251.8% | +297.7% | +954.1% | +758.8% |
| 5Y | +911.7% | +1,478.8% | -567.1% | +319.7% |
| 10Y | +1,399.6% | +1,633.4% | -233.8% | +418.3% |
| All | +17,845.4% | +3,565.2% | +14,280.1% | +4,407.9% |
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