+753.4%
MOD vs WCC
+117.0%
+636.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +4.2% |
| 7D | -25.5% | -14.7% | -10.8% | -15.9% |
| 30D | -49.0% | -20.1% | -28.9% | -39.7% |
| 3M | -49.8% | -21.2% | -28.7% | -40.2% |
| 6M | -64.8% | -19.2% | -45.6% | -58.2% |
| YTD | -27.6% | +20.2% | -47.9% | -33.3% |
| 1Y | -35.2% | +14.5% | -49.7% | -37.9% |
| 3Y | +137.1% | +115.1% | +22.0% | +51.7% |
| All | +753.4% | +117.0% | +636.5% | +383.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling