+1,695.0%
WULF vs MOD
+1,084.7%
+610.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +1.1% |
| 7D | +7.6% | +9.6% | -2.0% | +6.2% |
| 30D | -8.6% | 0.0% | -8.7% | -8.6% |
| 3M | -37.0% | -35.4% | -1.6% | -32.7% |
| 6M | +7.4% | -7.3% | +14.7% | +9.4% |
| YTD | +43.7% | +45.8% | -2.1% | +37.5% |
| 1Y | +86.1% | +43.1% | +43.0% | +78.6% |
| 3Y | +733.8% | +297.7% | +436.2% | +641.5% |
| 5Y | -33.6% | +1,478.8% | -1,512.3% | -46.5% |
| 10Y | +76.1% | +1,633.4% | -1,557.3% | +35.8% |
| All | +1,695.0% | +1,084.7% | +610.3% | +1,254.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling