-35.2%
MOD vs WCC
+13.7%
-48.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +3.5% |
| 7D | -25.5% | -14.7% | -10.8% | -11.1% |
| 30D | -49.0% | -20.1% | -28.9% | -35.1% |
| 3M | -49.8% | -21.2% | -28.7% | -35.7% |
| 6M | -64.8% | -19.2% | -45.6% | -55.5% |
| YTD | -27.6% | +20.2% | -47.9% | -42.9% |
| 1Y | -35.2% | +14.5% | -49.7% | -42.3% |
| All | -35.2% | +13.7% | -48.9% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling