+92.0%
WFC vs MOD
+818.0%
-726.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.4% | -0.5% |
| 7D | -1.3% | +8.2% | -9.5% | -2.6% |
| 30D | +3.6% | -38.2% | +41.7% | +10.7% |
| 3M | -1.3% | -46.2% | +44.9% | +7.4% |
| 6M | +18.0% | -62.5% | +80.5% | +34.6% |
| YTD | -5.9% | -20.1% | +14.2% | -7.6% |
| 1Y | +1.8% | -29.7% | +31.5% | +1.5% |
| 3Y | +125.0% | +136.2% | -11.2% | +62.6% |
| 5Y | +92.0% | +820.4% | -728.4% | -5.3% |
| All | +92.0% | +818.0% | -726.0% | -5.3% |
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 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