+117.9%
WFC vs IAU
+209.9%
-92.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | 0.0% |
| 7D | -1.3% | -2.0% | +0.7% | -1.4% |
| 30D | +3.6% | -4.4% | +8.0% | +3.4% |
| 3M | -1.3% | -8.9% | +7.6% | -1.8% |
| 6M | +18.0% | -15.9% | +33.9% | +16.8% |
| YTD | -5.9% | -7.8% | +1.9% | -5.8% |
| 1Y | +1.8% | -3.8% | +5.6% | +2.3% |
| 3Y | +125.0% | +104.3% | +20.7% | +147.3% |
| 5Y | +92.0% | +111.2% | -19.2% | +110.1% |
| 10Y | +117.9% | +216.4% | -98.5% | +174.7% |
| All | +117.9% | +209.9% | -92.0% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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