+966.8%
MOD vs WCN
+302.6%
+664.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.7% |
| 7D | -13.9% | +1.2% | -15.1% | -14.7% |
| 30D | -41.5% | +24.6% | -66.1% | -48.0% |
| 3M | -45.7% | +14.2% | -59.9% | -49.7% |
| 6M | -61.1% | +25.7% | -86.8% | -66.4% |
| YTD | -20.5% | +9.3% | -29.8% | -26.2% |
| 1Y | -32.1% | +15.3% | -47.4% | -39.1% |
| 3Y | +146.5% | +48.6% | +97.9% | +81.1% |
| 5Y | +812.7% | +46.9% | +765.8% | +565.9% |
| 10Y | +966.8% | +298.1% | +668.7% | +347.3% |
| All | +966.8% | +302.6% | +664.2% | +347.3% |
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