+417.5%
WFC vs IAU
+776.1%
-358.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | -0.1% |
| 7D | -1.3% | -2.0% | +0.7% | -1.5% |
| 30D | +3.6% | -4.4% | +8.0% | +3.1% |
| 3M | -1.3% | -8.9% | +7.6% | -2.2% |
| 6M | +18.0% | -15.9% | +33.9% | +16.0% |
| YTD | -5.9% | -7.8% | +1.9% | -6.2% |
| 1Y | +1.8% | -3.8% | +5.6% | +1.9% |
| 3Y | +125.0% | +104.3% | +20.7% | +147.8% |
| 5Y | +92.0% | +111.2% | -19.2% | +112.3% |
| 10Y | +117.9% | +216.4% | -98.5% | +156.4% |
| All | +417.5% | +776.1% | -358.6% | +543.0% |
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