+129.3%
WFC vs MOD
+1,486.5%
-1,357.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.2% |
| 7D | +3.8% | +9.6% | -5.8% | +2.2% |
| 30D | +1.5% | 0.0% | +1.5% | +1.3% |
| 3M | +10.9% | -35.4% | +46.2% | +17.9% |
| 6M | +8.4% | -7.3% | +15.7% | +7.1% |
| YTD | -1.9% | +45.8% | -47.7% | -11.3% |
| 1Y | +12.3% | +43.1% | -30.8% | +0.7% |
| 3Y | +132.3% | +297.7% | -165.3% | +57.7% |
| All | +129.3% | +1,486.5% | -1,357.1% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling