+120.8%
WFC vs AUR
-36.1%
+156.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.1% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +2.3% | -8.9% | +11.2% | +2.8% |
| 3M | +9.8% | +4.6% | +5.1% | +9.0% |
| 6M | +15.6% | +44.9% | -29.3% | +11.2% |
| YTD | -2.4% | +64.8% | -67.3% | -7.3% |
| 1Y | +13.8% | +16.4% | -2.5% | +10.8% |
| 3Y | +134.6% | +85.1% | +49.6% | +110.7% |
| All | +120.8% | -36.1% | +156.9% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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