+839.8%
MOD vs WCN
+309.3%
+530.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | +8.2% | +0.4% | +7.8% | +8.0% |
| 30D | -38.2% | +25.3% | -63.5% | -45.2% |
| 3M | -46.2% | +15.4% | -61.7% | -50.5% |
| 6M | -62.5% | +27.8% | -90.4% | -67.9% |
| YTD | -20.1% | +10.6% | -30.7% | -26.4% |
| 1Y | -29.7% | +15.8% | -45.5% | -37.0% |
| 3Y | +136.2% | +50.3% | +85.9% | +71.7% |
| 5Y | +820.4% | +46.9% | +773.4% | +569.5% |
| 10Y | +839.8% | +318.8% | +521.0% | +192.4% |
| All | +839.8% | +309.3% | +530.5% | +192.4% |
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