+1,544.7%
MOD vs WEC
+4,455.0%
-2,910.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.5% | -7.4% |
| 7D | -34.2% | +3.2% | -37.4% | -35.3% |
| 30D | -51.9% | +14.7% | -66.5% | -55.1% |
| 3M | -53.0% | +10.2% | -63.3% | -55.4% |
| 6M | -66.4% | +4.5% | -70.8% | -67.4% |
| YTD | -31.5% | +15.1% | -46.7% | -36.6% |
| 1Y | -39.6% | +9.4% | -49.0% | -42.8% |
| 3Y | +116.8% | +56.9% | +59.9% | +68.5% |
| 5Y | +713.8% | +54.4% | +659.4% | +524.2% |
| 10Y | +882.7% | +183.5% | +699.2% | +386.7% |
| All | +1,544.7% | +4,455.0% | -2,910.3% | +182.7% |
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 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