+145.0%
WFC vs MOH
+264.4%
-119.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.0% | +0.7% |
| 7D | +0.4% | +1.7% | -1.4% | +0.1% |
| 30D | +1.5% | -0.9% | +2.4% | +1.6% |
| 3M | +10.2% | +5.7% | +4.5% | +9.1% |
| 6M | +18.8% | +39.1% | -20.3% | +13.1% |
| YTD | -1.5% | +17.7% | -19.2% | -5.2% |
| 1Y | +13.5% | +8.4% | +5.2% | +10.1% |
| 3Y | +135.0% | -36.6% | +171.5% | +137.4% |
| 5Y | +130.1% | -19.1% | +149.1% | +118.4% |
| All | +145.0% | +264.4% | -119.4% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling