+128.8%
MOD vs WCN
+50.7%
+78.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.6% |
| 7D | +8.2% | +0.4% | +7.8% | +8.3% |
| 30D | -38.2% | +25.3% | -63.5% | -36.4% |
| 3M | -46.2% | +15.4% | -61.7% | -44.6% |
| 6M | -62.5% | +27.8% | -90.4% | -62.2% |
| YTD | -20.1% | +10.6% | -30.7% | -16.1% |
| 1Y | -29.7% | +15.8% | -45.5% | -27.2% |
| All | +128.8% | +50.7% | +78.1% | +91.7% |
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