+0.3%
WFC vs MOD
-37.3%
+37.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.9% |
| 7D | +1.2% | -25.5% | +26.8% | +3.2% |
| 30D | +5.2% | -49.0% | +54.2% | +11.0% |
| 3M | -3.0% | -49.8% | +46.8% | +2.2% |
| 6M | +6.2% | -64.8% | +71.0% | +14.8% |
| YTD | -7.9% | -27.6% | +19.7% | -9.5% |
| 1Y | +0.3% | -35.2% | +35.5% | -1.3% |
| All | +0.3% | -37.3% | +37.6% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling