+906.4%
MOD vs WEC
+176.2%
+730.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +5.9% |
| 7D | -25.5% | -0.2% | -25.4% | -25.6% |
| 30D | -49.0% | +12.3% | -61.3% | -49.8% |
| 3M | -49.8% | +8.3% | -58.1% | -50.4% |
| 6M | -64.8% | +3.5% | -68.2% | -65.0% |
| YTD | -27.6% | +12.7% | -40.4% | -29.0% |
| 1Y | -35.2% | +8.2% | -43.4% | -36.1% |
| 3Y | +137.1% | +55.9% | +81.3% | +119.2% |
| 5Y | +760.3% | +51.2% | +709.0% | +696.9% |
| All | +906.4% | +176.2% | +730.1% | +930.4% |
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