+34.1%
WULF vs MOD
+920.5%
-886.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.4% |
| 7D | +0.2% | -17.8% | +18.1% | +6.8% |
| 30D | -8.8% | -43.2% | +34.4% | +10.6% |
| 3M | -22.5% | -46.0% | +23.6% | -4.5% |
| 6M | -46.3% | -62.2% | +15.9% | -25.8% |
| YTD | +9.3% | -22.8% | +32.1% | +21.1% |
| 1Y | -12.2% | -35.5% | +23.3% | +2.6% |
| 3Y | +1,181.6% | +128.2% | +1,053.4% | +1,077.2% |
| 5Y | -55.4% | +791.6% | -847.0% | -66.4% |
| 10Y | +34.1% | +886.3% | -852.3% | -8.0% |
| All | +34.1% | +920.5% | -886.4% | -8.0% |
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