+124.3%
MOD vs WCC
+106.2%
+18.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.6% | +2.3% | +0.3% |
| 7D | -34.2% | -21.9% | -12.3% | -19.0% |
| 30D | -51.9% | -25.4% | -26.5% | -38.7% |
| 3M | -53.0% | -23.1% | -29.9% | -41.7% |
| 6M | -66.4% | -18.1% | -48.3% | -59.7% |
| YTD | -31.5% | +17.7% | -49.2% | -36.7% |
| 1Y | -39.6% | +12.4% | -51.9% | -41.7% |
| All | +124.3% | +106.2% | +18.1% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling