+815.6%
MOD vs WEC
+195.2%
+620.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.5% |
| 7D | +8.2% | -0.5% | +8.8% | +8.3% |
| 30D | -38.2% | +12.0% | -50.1% | -39.2% |
| 3M | -46.2% | +11.1% | -57.3% | -47.0% |
| 6M | -62.5% | +6.0% | -68.5% | -62.9% |
| YTD | -20.1% | +14.3% | -34.4% | -21.8% |
| 1Y | -29.7% | +8.0% | -37.7% | -30.6% |
| 3Y | +136.2% | +62.8% | +73.4% | +115.7% |
| 5Y | +820.4% | +55.3% | +765.1% | +745.7% |
| All | +815.6% | +195.2% | +620.4% | +766.8% |
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