+966.8%
MOD vs WCC
+492.1%
+474.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.1% | +1.7% | +4.6% |
| 7D | -13.9% | -5.7% | -8.2% | -9.5% |
| 30D | -41.5% | -13.5% | -28.1% | -34.9% |
| 3M | -45.7% | -12.9% | -32.9% | -39.9% |
| 6M | -61.1% | -10.7% | -50.4% | -57.0% |
| YTD | -20.5% | +30.0% | -50.5% | -30.3% |
| 1Y | -32.1% | +24.7% | -56.8% | -38.5% |
| 3Y | +146.5% | +136.6% | +9.9% | +47.1% |
| 5Y | +812.7% | +143.9% | +668.8% | +398.7% |
| 10Y | +966.8% | +465.9% | +500.9% | +198.0% |
| All | +966.8% | +492.1% | +474.8% | +198.0% |
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