+1,604.6%
MOD vs WCC
+471.3%
+1,133.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.9% | +0.4% | +1.8% |
| 7D | +9.6% | +4.5% | +5.1% | +6.6% |
| 30D | 0.0% | -5.8% | +5.8% | +4.0% |
| 3M | -35.4% | -3.7% | -31.7% | -33.2% |
| 6M | -7.3% | +23.1% | -30.3% | -16.9% |
| YTD | +45.8% | +44.2% | +1.6% | +18.2% |
| 1Y | +43.1% | +62.1% | -19.0% | +8.1% |
| 3Y | +297.7% | +121.1% | +176.6% | +143.6% |
| 5Y | +1,478.8% | +214.0% | +1,264.8% | +630.0% |
| All | +1,604.6% | +471.3% | +1,133.2% | +368.0% |
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