+906.4%
MOD vs WCC
+457.1%
+449.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +4.3% |
| 7D | -25.5% | -14.7% | -10.8% | -16.5% |
| 30D | -49.0% | -20.1% | -28.9% | -40.3% |
| 3M | -49.8% | -21.2% | -28.7% | -40.8% |
| 6M | -64.8% | -19.2% | -45.6% | -58.5% |
| YTD | -27.6% | +20.2% | -47.9% | -33.4% |
| 1Y | -35.2% | +14.5% | -49.7% | -38.0% |
| 3Y | +137.1% | +115.1% | +22.0% | +50.2% |
| 5Y | +760.3% | +121.5% | +638.8% | +399.3% |
| All | +906.4% | +457.1% | +449.2% | +188.8% |
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