+285.8%
MOD vs WCN
+7,873.9%
-7,588.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.3% |
| 7D | -25.5% | +2.9% | -28.5% | -26.7% |
| 30D | -49.0% | +22.1% | -71.1% | -53.8% |
| 3M | -49.8% | +13.2% | -63.0% | -53.2% |
| 6M | -64.8% | +23.7% | -88.5% | -68.7% |
| YTD | -27.6% | +8.7% | -36.4% | -32.7% |
| 1Y | -35.2% | +15.3% | -50.5% | -41.3% |
| 3Y | +137.1% | +46.0% | +91.1% | +91.5% |
| 5Y | +760.3% | +45.9% | +714.4% | +592.6% |
| 10Y | +938.8% | +311.1% | +627.7% | +443.8% |
| All | +285.8% | +7,873.9% | -7,588.1% | +3.0% |
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