+114.1%
WFC vs AUR
-34.9%
+149.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -2.4% |
| 7D | +1.1% | +19.2% | -18.2% | -0.3% |
| 30D | +0.8% | -7.8% | +8.6% | +1.3% |
| 3M | +9.3% | +4.0% | +5.3% | +8.6% |
| 6M | +10.6% | +45.0% | -34.4% | +6.5% |
| YTD | -4.1% | +69.5% | -73.6% | -9.0% |
| 1Y | +13.6% | +13.0% | +0.5% | +10.8% |
| 3Y | +130.7% | +90.4% | +40.4% | +106.8% |
| 5Y | +126.7% | -34.2% | +160.9% | +92.6% |
| All | +114.1% | -34.9% | +149.0% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling