+142.4%
WFC vs IAU
+221.5%
-79.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +2.0% |
| 7D | +0.4% | +0.2% | +0.3% | +0.5% |
| 30D | +2.5% | +0.2% | +2.2% | +2.5% |
| 3M | +10.0% | +3.3% | +6.7% | +10.2% |
| 6M | +15.1% | -14.6% | +29.6% | +13.7% |
| YTD | -2.2% | +1.9% | -4.1% | -1.6% |
| 1Y | +13.5% | +20.9% | -7.4% | +16.7% |
| 3Y | +135.2% | +127.5% | +7.7% | +161.6% |
| 5Y | +128.3% | +141.9% | -13.6% | +154.7% |
| 10Y | +142.4% | +222.8% | -80.4% | +206.1% |
| All | +142.4% | +221.5% | -79.1% | +206.1% |
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