-66.4%
MOD vs WCN
+20.3%
-86.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.1% |
| 7D | -34.2% | +5.5% | -39.7% | -28.8% |
| 30D | -51.9% | +24.2% | -76.1% | -36.1% |
| 3M | -53.0% | +17.0% | -70.0% | -41.8% |
| 6M | -66.4% | +22.3% | -88.7% | -55.9% |
| All | -66.4% | +20.3% | -86.6% | -55.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling