+124.9%
WFC vs MOD
+138.1%
-13.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.7% |
| 7D | +0.9% | -17.8% | +18.7% | +2.9% |
| 30D | +3.3% | -43.2% | +46.5% | +10.5% |
| 3M | -1.4% | -46.0% | +44.6% | +5.8% |
| 6M | +14.7% | -62.2% | +77.0% | +28.0% |
| YTD | -5.9% | -22.8% | +16.9% | -7.3% |
| 1Y | +1.8% | -35.5% | +37.3% | +2.6% |
| 3Y | +124.9% | +128.2% | -3.3% | +74.4% |
| All | +124.9% | +138.1% | -13.2% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling