+725.3%
MOD vs WCC
+1,713.7%
-988.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.9% | +0.4% | +2.4% |
| 7D | +9.6% | +4.5% | +5.1% | +7.2% |
| 30D | 0.0% | -5.8% | +5.8% | +3.2% |
| 3M | -35.4% | -3.7% | -31.7% | -33.5% |
| 6M | -7.3% | +23.1% | -30.3% | -14.5% |
| YTD | +45.8% | +44.2% | +1.6% | +24.2% |
| 1Y | +43.1% | +62.1% | -19.0% | +15.4% |
| 3Y | +297.7% | +121.1% | +176.6% | +175.0% |
| 5Y | +1,478.8% | +214.0% | +1,264.8% | +791.1% |
| 10Y | +1,633.4% | +472.8% | +1,160.6% | +589.1% |
| All | +725.3% | +1,713.7% | -988.4% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling