-22.3%
MOH vs WCN
+24.9%
-47.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.7% | -3.1% | +4.8% | +3.1% |
| 30D | -0.9% | -3.4% | +2.5% | +0.6% |
| 3M | +5.7% | +3.0% | +2.7% | +3.9% |
| 6M | +39.1% | -3.8% | +42.9% | +40.6% |
| YTD | +17.7% | -8.3% | +26.0% | +21.1% |
| 1Y | +8.4% | -9.7% | +18.1% | +12.2% |
| 3Y | -36.6% | +17.2% | -53.7% | -42.4% |
| All | -22.3% | +24.9% | -47.3% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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