-32.6%
MOD vs WCN
+16.1%
-48.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.8% | -24.2% | -19.5% |
| 7D | -31.3% | +6.7% | -38.0% | -28.0% |
| 30D | -46.1% | +24.3% | -70.4% | -38.3% |
| 3M | -51.1% | +16.1% | -67.2% | -45.5% |
| 6M | -62.1% | +19.9% | -82.0% | -57.1% |
| YTD | -26.2% | +10.1% | -36.3% | -12.2% |
| 1Y | -32.6% | +14.4% | -47.0% | -21.8% |
| All | -32.6% | +16.1% | -48.6% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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