+127.9%
WFC vs AU
+673.1%
-545.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.0% | -0.1% |
| 7D | +0.3% | -7.0% | +7.3% | +0.5% |
| 30D | +2.3% | +7.3% | -5.0% | +2.0% |
| 3M | +9.8% | +33.2% | -23.5% | +8.7% |
| 6M | +15.6% | -0.6% | +16.2% | +15.1% |
| YTD | -2.4% | +26.2% | -28.6% | -3.5% |
| 1Y | +13.8% | +68.3% | -54.4% | +11.7% |
| 3Y | +134.6% | +592.1% | -457.5% | +117.0% |
| 5Y | +127.9% | +685.3% | -557.3% | +102.7% |
| All | +127.9% | +673.1% | -545.2% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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