+3,565.2%
MOD vs WEC
+3,978.4%
-413.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.6% |
| 7D | +9.6% | -0.3% | +9.9% | +9.7% |
| 30D | 0.0% | -1.3% | +1.3% | +0.5% |
| 3M | -35.4% | -3.9% | -31.4% | -34.5% |
| 6M | -7.3% | -8.3% | +1.0% | -4.2% |
| YTD | +45.8% | +3.1% | +42.7% | +42.9% |
| 1Y | +43.1% | +1.9% | +41.2% | +40.7% |
| 3Y | +297.7% | +41.9% | +255.8% | +225.2% |
| 5Y | +1,478.8% | +30.8% | +1,448.0% | +1,213.6% |
| 10Y | +1,633.4% | +141.9% | +1,491.5% | +834.0% |
| All | +3,565.2% | +3,978.4% | -413.2% | +567.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling