+31.6%
MOS vs WCC
+1,380.5%
-1,348.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.6% | +12.8% | +6.6% |
| 7D | +22.5% | -21.9% | +44.4% | +31.8% |
| 30D | +6.6% | -25.4% | +32.1% | +16.2% |
| 3M | -3.8% | -23.1% | +19.3% | +3.2% |
| 6M | -2.2% | -18.1% | +15.8% | +1.6% |
| YTD | -4.8% | +17.7% | -22.4% | -14.3% |
| 1Y | -11.7% | +12.4% | -24.1% | -19.5% |
| 3Y | -26.5% | +105.9% | -132.4% | -50.1% |
| 5Y | -32.2% | +116.8% | -149.0% | -57.1% |
| 10Y | +10.2% | +456.1% | -445.9% | -52.8% |
| All | +31.6% | +1,380.5% | -1,348.9% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling