-32.6%
MOD vs WCC
+24.5%
-57.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -9.9% | -11.5% | -11.2% |
| 7D | -31.3% | -8.8% | -22.6% | -23.7% |
| 30D | -46.1% | -16.0% | -30.1% | -34.9% |
| 3M | -51.1% | -15.2% | -35.9% | -41.8% |
| 6M | -62.1% | -8.4% | -53.7% | -57.6% |
| YTD | -26.2% | +30.1% | -56.3% | -46.3% |
| 1Y | -32.6% | +26.4% | -59.0% | -46.1% |
| All | -32.6% | +24.5% | -57.0% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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