-6.3%
MOS vs WCC
+431.3%
-437.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.4% |
| 7D | -2.0% | +9.9% | -11.9% | -6.0% |
| 30D | +15.3% | -8.4% | +23.8% | +17.2% |
| 3M | +1.5% | -10.3% | +11.8% | +3.2% |
| 6M | -2.0% | -10.5% | +8.5% | -1.4% |
| YTD | -6.5% | +32.2% | -38.7% | -23.2% |
| 1Y | -11.1% | +25.5% | -36.6% | -25.4% |
| 3Y | -30.3% | +134.7% | -164.9% | -62.1% |
| 5Y | -33.5% | +139.9% | -173.4% | -67.9% |
| All | -6.3% | +431.3% | -437.7% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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