+812.7%
MOD vs WEC
+55.5%
+757.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.1% | +8.8% | +9.9% |
| 7D | -13.9% | +0.2% | -14.2% | -13.9% |
| 30D | -41.5% | +12.9% | -54.5% | -41.9% |
| 3M | -45.7% | +9.8% | -55.5% | -45.9% |
| 6M | -61.1% | +6.7% | -67.9% | -61.3% |
| YTD | -20.5% | +14.0% | -34.5% | -21.1% |
| 1Y | -32.1% | +7.3% | -39.5% | -32.4% |
| 3Y | +146.5% | +63.8% | +82.7% | +129.5% |
| 5Y | +812.7% | +54.8% | +758.0% | +737.7% |
| All | +812.7% | +55.5% | +757.3% | +737.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling