+1,367.3%
AAPL vs WFC
+117.8%
+1,249.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +4.1% | +2.5% | +1.6% | +3.3% |
| 30D | +4.0% | +7.0% | -3.0% | +1.7% |
| 3M | +16.8% | -1.8% | +18.6% | +17.2% |
| 6M | +19.4% | +18.4% | +1.0% | +12.5% |
| YTD | +31.5% | -5.6% | +37.1% | +32.8% |
| 1Y | +31.0% | +3.9% | +27.1% | +28.1% |
| 3Y | +95.3% | +126.3% | -31.0% | +44.8% |
| 5Y | +143.4% | +91.1% | +52.2% | +87.4% |
| All | +1,367.3% | +117.8% | +1,249.6% | +990.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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