+145.0%
WFC vs AZO
+296.8%
-151.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.4% | -3.6% | +3.9% | +1.6% |
| 30D | +1.5% | -5.6% | +7.1% | +3.5% |
| 3M | +10.2% | -6.6% | +16.9% | +12.2% |
| 6M | +18.8% | -22.5% | +41.3% | +28.7% |
| YTD | -1.5% | -15.2% | +13.7% | +2.6% |
| 1Y | +13.5% | -33.9% | +47.5% | +29.3% |
| 3Y | +135.0% | +11.8% | +123.1% | +112.9% |
| 5Y | +130.1% | +85.5% | +44.5% | +63.9% |
| All | +145.0% | +296.8% | -151.9% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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