-12.2%
WULF vs MOD
-35.8%
+23.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +3.3% |
| 7D | +0.2% | -17.8% | +18.1% | +11.7% |
| 30D | -8.8% | -43.2% | +34.4% | +28.7% |
| 3M | -22.5% | -46.0% | +23.6% | +12.1% |
| 6M | -46.3% | -62.2% | +15.9% | -6.2% |
| YTD | +9.3% | -22.8% | +32.1% | +37.6% |
| 1Y | -12.2% | -35.5% | +23.3% | +23.0% |
| All | -12.2% | -35.8% | +23.7% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling