+321.2%
MOD vs WCN
+20.7%
+300.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.3% |
| 7D | +9.6% | -0.6% | +10.2% | +9.6% |
| 30D | 0.0% | +0.4% | -0.4% | 0.0% |
| 3M | -35.4% | +7.3% | -42.7% | -36.3% |
| 6M | -7.3% | -2.5% | -4.8% | -6.4% |
| YTD | +45.8% | -5.4% | +51.2% | +48.5% |
| 1Y | +43.1% | -8.5% | +51.6% | +47.4% |
| All | +321.2% | +20.7% | +300.4% | +281.9% |
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 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