+439.5%
WFC vs IAU
+875.8%
-436.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.8% |
| 7D | +3.8% | -0.5% | +4.3% | +3.7% |
| 30D | +1.5% | +4.4% | -3.0% | +2.0% |
| 3M | +10.9% | -1.1% | +11.9% | +10.8% |
| 6M | +8.4% | -13.7% | +22.1% | +6.9% |
| YTD | -1.9% | +2.7% | -4.6% | -1.2% |
| 1Y | +12.3% | +24.6% | -12.3% | +15.9% |
| 3Y | +132.3% | +126.8% | +5.5% | +158.4% |
| 5Y | +130.1% | +139.5% | -9.4% | +158.0% |
| 10Y | +134.4% | +226.3% | -91.9% | +176.2% |
| All | +439.5% | +875.8% | -436.3% | +577.4% |
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