+415.7%
WFC vs IAU
+810.1%
-394.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +2.0% |
| 7D | +0.1% | +4.9% | -4.8% | +0.6% |
| 30D | +2.9% | -1.4% | +4.3% | +2.8% |
| 3M | -1.4% | -4.8% | +3.3% | -1.9% |
| 6M | +14.3% | -12.5% | +26.8% | +12.8% |
| YTD | -6.2% | -4.2% | -2.0% | -6.2% |
| 1Y | +1.6% | +3.1% | -1.5% | +2.5% |
| 3Y | +126.9% | +110.0% | +16.9% | +150.4% |
| 5Y | +94.0% | +123.1% | -29.1% | +115.8% |
| 10Y | +134.0% | +216.7% | -82.7% | +175.1% |
| All | +415.7% | +810.1% | -394.5% | +542.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling