+85.7%
WFC vs MOD
+748.9%
-663.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -1.9% |
| 7D | +0.6% | -25.5% | +26.2% | +4.7% |
| 30D | +4.6% | -49.0% | +53.6% | +15.3% |
| 3M | -3.6% | -49.8% | +46.2% | +6.1% |
| 6M | +5.6% | -64.8% | +70.3% | +21.5% |
| YTD | -8.5% | -27.6% | +19.2% | -8.7% |
| 1Y | -0.3% | -35.2% | +34.9% | +0.6% |
| 3Y | +116.4% | +137.1% | -20.7% | +55.6% |
| All | +85.7% | +748.9% | -663.3% | -8.9% |
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