+1,217.0%
WULF vs MOD
+148.6%
+1,068.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +9.9% | -1.0% | +2.3% |
| 7D | +13.2% | -13.9% | +27.1% | +23.6% |
| 30D | -10.1% | -41.5% | +31.4% | +27.8% |
| 3M | -27.5% | -45.7% | +18.2% | +7.3% |
| 6M | -47.1% | -61.1% | +14.0% | -4.2% |
| YTD | +7.7% | -20.5% | +28.2% | +18.1% |
| 1Y | -11.2% | -32.1% | +20.9% | +7.3% |
| 3Y | +1,217.0% | +146.5% | +1,070.6% | +432.0% |
| All | +1,217.0% | +148.6% | +1,068.4% | +432.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling