+886.3%
MOD vs WCC
+460.5%
+425.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -17.8% | -9.9% | -7.9% | -11.0% |
| 30D | -43.2% | -13.4% | -29.8% | -36.8% |
| 3M | -46.0% | -13.5% | -32.6% | -40.0% |
| 6M | -62.2% | -10.6% | -51.6% | -58.3% |
| YTD | -22.8% | +30.1% | -52.9% | -32.4% |
| 1Y | -35.5% | +22.3% | -57.8% | -40.8% |
| 3Y | +128.2% | +130.3% | -2.0% | +38.4% |
| 5Y | +791.6% | +144.5% | +647.1% | +386.7% |
| 10Y | +886.3% | +431.8% | +454.5% | +204.5% |
| All | +886.3% | +460.5% | +425.8% | +204.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling