+852.0%
MOD vs WEC
+182.1%
+669.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.5% | -7.3% |
| 7D | -34.2% | +3.2% | -37.4% | -34.4% |
| 30D | -51.9% | +14.7% | -66.5% | -52.7% |
| 3M | -53.0% | +10.2% | -63.3% | -53.7% |
| 6M | -66.4% | +4.5% | -70.8% | -66.6% |
| YTD | -31.5% | +15.1% | -46.7% | -33.0% |
| 1Y | -39.6% | +9.4% | -49.0% | -40.4% |
| 3Y | +116.8% | +56.9% | +59.9% | +100.6% |
| 5Y | +713.8% | +54.4% | +659.4% | +652.4% |
| All | +852.0% | +182.1% | +669.9% | +872.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling