-24.5%
MOS vs WCC
+106.2%
-130.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.6% | +12.8% | +4.7% |
| 7D | +22.5% | -21.9% | +44.4% | +26.8% |
| 30D | +6.6% | -25.4% | +32.1% | +11.3% |
| 3M | -3.8% | -23.1% | +19.3% | -0.5% |
| 6M | -2.2% | -18.1% | +15.8% | -0.5% |
| YTD | -4.8% | +17.7% | -22.4% | -10.8% |
| 1Y | -11.7% | +12.4% | -24.1% | -16.7% |
| All | -24.5% | +106.2% | -130.7% | -43.5% |
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