+51.1%
MOS vs WCC
+1,713.7%
-1,662.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.5% | 0.0% |
| 7D | +9.5% | +4.5% | +5.1% | +7.8% |
| 30D | +10.4% | -5.8% | +16.2% | +12.5% |
| 3M | +12.9% | -3.7% | +16.5% | +13.2% |
| 6M | +1.2% | +23.1% | -21.8% | -8.0% |
| YTD | +9.3% | +44.2% | -34.8% | -6.6% |
| 1Y | -18.0% | +62.1% | -80.1% | -33.5% |
| 3Y | -29.0% | +121.1% | -150.1% | -52.2% |
| 5Y | -9.6% | +214.0% | -223.5% | -49.0% |
| 10Y | +6.1% | +472.8% | -466.7% | -54.6% |
| All | +51.1% | +1,713.7% | -1,662.7% | -59.9% |
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