+1,064.5%
MOD vs WEC
+197.9%
+866.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.9% | +26.9% | +27.8% |
| 7D | +40.4% | +2.3% | +38.1% | +40.1% |
| 30D | -14.0% | +11.1% | -25.1% | -15.2% |
| 3M | -33.3% | +8.4% | -41.8% | -34.1% |
| 6M | -51.4% | +7.5% | -58.9% | -52.0% |
| YTD | +1.6% | +15.3% | -13.7% | -0.6% |
| 1Y | +5.4% | +9.7% | -4.4% | +3.8% |
| 3Y | +191.0% | +64.7% | +126.3% | +165.5% |
| 5Y | +1,093.1% | +57.3% | +1,035.9% | +994.8% |
| All | +1,064.5% | +197.9% | +866.5% | +1,001.4% |
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