+132.8%
WFC vs AZO
+10.2%
+122.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +0.3% | -2.9% | +3.2% | +0.6% |
| 30D | +2.3% | -5.3% | +7.6% | +2.8% |
| 3M | +9.8% | -7.3% | +17.1% | +10.4% |
| 6M | +15.6% | -22.7% | +38.2% | +18.4% |
| YTD | -2.4% | -15.0% | +12.6% | -1.3% |
| 1Y | +13.8% | -32.2% | +46.1% | +19.1% |
| All | +132.8% | +10.2% | +122.5% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling