+7,190.6%
WFC vs AZO
+42,241.4%
-35,050.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.4% |
| 7D | +0.4% | -0.8% | +1.3% | +0.7% |
| 30D | +2.5% | -5.1% | +7.6% | +4.1% |
| 3M | +10.0% | -7.2% | +17.2% | +12.1% |
| 6M | +15.1% | -20.7% | +35.8% | +22.9% |
| YTD | -2.2% | -14.2% | +12.0% | +1.3% |
| 1Y | +13.5% | -32.2% | +45.6% | +26.2% |
| 3Y | +135.2% | +11.1% | +124.1% | +119.4% |
| 5Y | +128.3% | +87.6% | +40.7% | +76.9% |
| 10Y | +142.4% | +302.9% | -160.6% | +43.5% |
| All | +7,190.6% | +42,241.4% | -35,050.8% | +1,214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling