+134.0%
WFC vs MOD
+1,005.7%
-871.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.9% | -8.0% | -0.1% |
| 7D | +0.1% | -13.9% | +14.1% | +2.3% |
| 30D | +2.9% | -41.5% | +44.5% | +13.2% |
| 3M | -1.4% | -45.7% | +44.3% | +9.4% |
| 6M | +14.3% | -61.1% | +75.5% | +33.5% |
| YTD | -6.2% | -20.5% | +14.3% | -7.8% |
| 1Y | +1.6% | -32.1% | +33.7% | +2.5% |
| 3Y | +126.9% | +146.5% | -19.5% | +55.6% |
| 5Y | +94.0% | +812.7% | -718.8% | -10.2% |
| 10Y | +134.0% | +966.8% | -832.8% | -10.0% |
| All | +134.0% | +1,005.7% | -871.7% | -10.0% |
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