+699.6%
MOD vs WCN
+6,839.3%
-6,139.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.8% |
| 7D | +9.6% | -0.6% | +10.2% | +9.9% |
| 30D | 0.0% | +0.4% | -0.4% | -0.2% |
| 3M | -35.4% | +7.3% | -42.7% | -38.0% |
| 6M | -7.3% | -2.5% | -4.8% | -8.1% |
| YTD | +45.8% | -5.4% | +51.2% | +46.1% |
| 1Y | +43.1% | -8.5% | +51.6% | +45.1% |
| 3Y | +297.7% | +20.8% | +276.9% | +253.1% |
| 5Y | +1,478.8% | +30.0% | +1,448.7% | +1,252.9% |
| 10Y | +1,633.4% | +238.4% | +1,395.0% | +899.9% |
| All | +699.6% | +6,839.3% | -6,139.7% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling