+1,064.5%
MOD vs WCN
+322.1%
+742.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | 0.0% | +27.8% | +27.8% |
| 7D | +40.4% | +2.6% | +37.8% | +38.9% |
| 30D | -14.0% | +23.9% | -37.9% | -23.3% |
| 3M | -33.3% | +17.4% | -50.8% | -39.1% |
| 6M | -51.4% | +28.0% | -79.4% | -58.4% |
| YTD | +1.6% | +11.6% | -9.9% | -6.7% |
| 1Y | +5.4% | +16.9% | -11.5% | -6.1% |
| 3Y | +191.0% | +51.6% | +139.4% | +110.7% |
| 5Y | +1,093.1% | +48.0% | +1,045.2% | +765.9% |
| All | +1,064.5% | +322.1% | +742.4% | +258.5% |
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