+1,520.5%
MOD vs WCN
+239.1%
+1,281.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.7% |
| 7D | +6.3% | -0.4% | +6.8% | +6.6% |
| 30D | -1.7% | -2.1% | +0.5% | -0.7% |
| 3M | -30.1% | +6.4% | -36.5% | -33.4% |
| 6M | +2.7% | -3.7% | +6.4% | +2.4% |
| YTD | +44.1% | -6.4% | +50.4% | +45.7% |
| 1Y | +38.7% | -7.9% | +46.7% | +41.2% |
| 3Y | +309.8% | +20.8% | +289.0% | +238.5% |
| 5Y | +1,569.7% | +29.0% | +1,540.7% | +1,199.4% |
| 10Y | +1,520.5% | +236.4% | +1,284.1% | +602.1% |
| All | +1,520.5% | +239.1% | +1,281.3% | +602.1% |
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