+1,530.3%
MOD vs WCC
+216.1%
+1,314.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.9% | +0.4% | +1.7% |
| 7D | +9.6% | +4.5% | +5.1% | +6.4% |
| 30D | 0.0% | -5.8% | +5.8% | +4.3% |
| 3M | -35.4% | -3.7% | -31.7% | -33.1% |
| 6M | -7.3% | +23.1% | -30.3% | -17.4% |
| YTD | +45.8% | +44.2% | +1.6% | +17.2% |
| 1Y | +43.1% | +62.1% | -19.0% | +7.2% |
| 3Y | +297.7% | +121.1% | +176.6% | +140.7% |
| All | +1,530.3% | +216.1% | +1,314.3% | +586.2% |
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