+142.9%
WFC vs MOD
+911.6%
-768.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.6% |
| 7D | +1.2% | -25.5% | +26.8% | +6.5% |
| 30D | +5.2% | -49.0% | +54.2% | +19.0% |
| 3M | -3.0% | -49.8% | +46.8% | +9.3% |
| 6M | +6.2% | -64.8% | +71.0% | +26.6% |
| YTD | -7.9% | -27.6% | +19.7% | -7.7% |
| 1Y | +0.3% | -35.2% | +35.5% | +2.0% |
| 3Y | +117.7% | +137.1% | -19.4% | +50.0% |
| 5Y | +88.4% | +760.3% | -671.9% | -12.1% |
| All | +142.9% | +911.6% | -768.7% | -6.8% |
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