-32.6%
MOD vs WEC
+9.7%
-42.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.3% | -23.8% | -20.5% |
| 7D | -31.3% | +6.9% | -38.2% | -30.0% |
| 30D | -46.1% | +16.6% | -62.7% | -45.1% |
| 3M | -51.1% | +9.1% | -60.2% | -50.1% |
| 6M | -62.1% | +3.2% | -65.3% | -61.2% |
| YTD | -26.2% | +14.9% | -41.1% | -27.0% |
| 1Y | -32.6% | +9.2% | -41.7% | -30.5% |
| All | -32.6% | +9.7% | -42.2% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling