+122.3%
MOS vs WEC
+4,410.0%
-4,287.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | +19.7% | +0.2% | +19.4% | +19.7% |
| 30D | +21.5% | +12.9% | +8.6% | +16.3% |
| 3M | -0.4% | +9.8% | -10.2% | -3.9% |
| 6M | +4.5% | +6.7% | -2.2% | +1.7% |
| YTD | -2.9% | +14.0% | -16.9% | -7.8% |
| 1Y | -7.7% | +7.3% | -15.1% | -10.5% |
| 3Y | -25.6% | +63.8% | -89.4% | -38.8% |
| 5Y | -31.2% | +54.8% | -85.9% | -42.9% |
| 10Y | +2.8% | +185.7% | -182.9% | -41.2% |
| All | +122.3% | +4,410.0% | -4,287.7% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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