-25.6%
MOS vs WCC
+135.0%
-160.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.1% | -6.3% | +0.6% |
| 7D | +19.7% | -5.7% | +25.3% | +19.9% |
| 30D | +21.5% | -13.5% | +35.0% | +23.6% |
| 3M | -0.4% | -12.9% | +12.4% | +0.9% |
| 6M | +4.5% | -10.7% | +15.2% | +5.0% |
| YTD | -2.9% | +30.0% | -32.9% | -10.4% |
| 1Y | -7.7% | +24.7% | -32.4% | -14.4% |
| 3Y | -25.6% | +136.6% | -162.2% | -45.7% |
| All | -25.6% | +135.0% | -160.6% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling