+66.3%
WULF vs MOD
+34.0%
+32.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -2.2% |
| 7D | +15.6% | +3.6% | +12.0% | +13.3% |
| 30D | +5.7% | -2.6% | +8.4% | +7.5% |
| 3M | -32.3% | -33.1% | +0.9% | -16.2% |
| 6M | +23.7% | -7.5% | +31.2% | +30.7% |
| YTD | +49.1% | +39.3% | +9.8% | +33.0% |
| 1Y | +66.3% | +34.3% | +32.1% | +58.8% |
| All | +66.3% | +34.0% | +32.3% | +58.8% |
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