-35.5%
MOD vs WCN
+16.8%
-52.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -2.5% |
| 7D | -17.8% | +2.6% | -20.4% | -15.9% |
| 30D | -43.2% | +25.3% | -68.5% | -34.8% |
| 3M | -46.0% | +15.2% | -61.3% | -40.0% |
| 6M | -62.2% | +26.4% | -88.7% | -57.4% |
| YTD | -22.8% | +9.9% | -32.7% | -7.8% |
| 1Y | -35.5% | +16.2% | -51.6% | -27.9% |
| All | -35.5% | +16.8% | -52.3% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling