+86.9%
WULF vs MOD
+1,486.8%
-1,399.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -3.0% |
| 7D | +15.6% | +3.6% | +12.0% | +14.3% |
| 30D | +5.7% | -2.6% | +8.4% | +6.8% |
| 3M | -32.3% | -33.1% | +0.9% | -22.8% |
| 6M | +23.7% | -7.5% | +31.2% | +28.1% |
| YTD | +49.1% | +39.3% | +9.8% | +35.6% |
| 1Y | +66.3% | +34.3% | +32.1% | +52.6% |
| 3Y | +851.7% | +296.2% | +555.5% | +623.1% |
| 5Y | -30.9% | +1,504.6% | -1,535.5% | -57.0% |
| 10Y | +86.9% | +1,511.5% | -1,424.6% | +7.2% |
| All | +86.9% | +1,486.8% | -1,399.9% | +7.2% |
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