+137.1%
MOD vs WCN
+45.2%
+92.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +5.4% |
| 7D | -25.5% | +2.9% | -28.5% | -25.0% |
| 30D | -49.0% | +22.1% | -71.1% | -47.7% |
| 3M | -49.8% | +13.2% | -63.0% | -48.5% |
| 6M | -64.8% | +23.7% | -88.5% | -64.4% |
| YTD | -27.6% | +8.7% | -36.4% | -24.2% |
| 1Y | -35.2% | +15.3% | -50.5% | -33.4% |
| 3Y | +137.1% | +46.0% | +91.1% | +102.7% |
| All | +137.1% | +45.2% | +92.0% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling