+8,381.3%
WFC vs MOD
+1,673.7%
+6,707.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -21.4% | +23.7% | +7.3% |
| 7D | +4.5% | -31.3% | +35.8% | +13.2% |
| 30D | +7.4% | -46.1% | +53.5% | +22.6% |
| 3M | -0.5% | -51.1% | +50.6% | +15.5% |
| 6M | +11.7% | -62.1% | +73.7% | +34.9% |
| YTD | -4.6% | -26.2% | +21.5% | -4.2% |
| 1Y | +2.5% | -32.6% | +35.1% | +4.2% |
| 3Y | +123.9% | +133.8% | -9.9% | +51.3% |
| 5Y | +94.3% | +792.8% | -698.4% | -12.9% |
| 10Y | +156.0% | +959.8% | -803.8% | -8.0% |
| All | +8,381.3% | +1,673.7% | +6,707.6% | +1,974.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling