+570.7%
WFC vs MOH
+1,286.6%
-715.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | +0.4% | -4.2% | +4.6% | +1.3% |
| 30D | +2.5% | -2.4% | +4.8% | +2.9% |
| 3M | +10.0% | -4.4% | +14.4% | +10.5% |
| 6M | +15.1% | +32.9% | -17.9% | +7.7% |
| YTD | -2.2% | +11.9% | -14.1% | -6.8% |
| 1Y | +13.5% | +6.9% | +6.5% | +8.3% |
| 3Y | +135.2% | -39.4% | +174.6% | +140.0% |
| 5Y | +128.3% | -25.0% | +153.3% | +118.9% |
| 10Y | +142.4% | +244.9% | -102.5% | +51.7% |
| All | +570.7% | +1,286.6% | -715.9% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling