-26.7%
WULF vs MOD
+1,517.7%
-1,544.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.2% | +9.4% | +8.8% |
| 7D | +21.9% | +6.3% | +15.6% | +17.9% |
| 30D | +4.6% | -1.7% | +6.2% | +5.6% |
| 3M | -30.9% | -30.1% | -0.8% | -16.3% |
| 6M | +29.9% | +2.7% | +27.2% | +27.7% |
| YTD | +55.4% | +44.1% | +11.4% | +25.0% |
| 1Y | +94.1% | +38.7% | +55.4% | +57.0% |
| 3Y | +892.2% | +309.8% | +582.4% | +409.8% |
| 5Y | -26.7% | +1,569.7% | -1,596.5% | -78.3% |
| All | -26.7% | +1,517.7% | -1,544.5% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling