+810.7%
MOD vs WCN
+322.0%
+488.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +16.1% | +1.2% | +14.9% | +15.5% |
| 30D | -38.5% | +26.4% | -65.0% | -45.7% |
| 3M | -46.8% | +17.5% | -64.3% | -51.4% |
| 6M | -61.6% | +28.7% | -90.3% | -67.2% |
| YTD | -20.5% | +11.5% | -32.1% | -27.0% |
| 1Y | -28.0% | +15.9% | -43.9% | -35.4% |
| 3Y | +134.9% | +51.6% | +83.4% | +70.1% |
| 5Y | +833.2% | +47.9% | +785.2% | +577.2% |
| All | +810.7% | +322.0% | +488.8% | +180.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling