+1,064.5%
MOD vs WCC
+431.3%
+633.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.7% | +29.5% | +28.9% |
| 7D | +40.4% | +9.9% | +30.5% | +31.9% |
| 30D | -14.0% | -8.4% | -5.6% | -8.1% |
| 3M | -33.3% | -10.3% | -23.0% | -27.7% |
| 6M | -51.4% | -10.5% | -40.9% | -46.6% |
| YTD | +1.6% | +32.2% | -30.6% | -12.1% |
| 1Y | +5.4% | +25.5% | -20.1% | -5.3% |
| 3Y | +191.0% | +134.7% | +56.3% | +74.0% |
| 5Y | +1,093.1% | +139.9% | +953.2% | +557.6% |
| All | +1,064.5% | +431.3% | +633.1% | +258.2% |
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