+118.2%
WFC vs MOD
+920.5%
-802.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.9% |
| 7D | +0.9% | -17.8% | +18.7% | +4.0% |
| 30D | +3.3% | -43.2% | +46.5% | +14.1% |
| 3M | -1.4% | -46.0% | +44.6% | +9.4% |
| 6M | +14.7% | -62.2% | +77.0% | +34.6% |
| YTD | -5.9% | -22.8% | +16.9% | -6.9% |
| 1Y | +1.8% | -35.5% | +37.3% | +3.8% |
| 3Y | +124.9% | +128.2% | -3.3% | +57.3% |
| 5Y | +92.7% | +791.6% | -698.9% | -10.0% |
| 10Y | +118.2% | +886.3% | -768.1% | -12.2% |
| All | +118.2% | +920.5% | -802.3% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling