+146.2%
AAPL vs WFC
+92.6%
+53.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.8% | -1.3% | +3.0% | +2.2% |
| 30D | +4.3% | +3.6% | +0.7% | +3.1% |
| 3M | +16.6% | -1.3% | +17.9% | +16.9% |
| 6M | +21.6% | +18.0% | +3.6% | +14.4% |
| YTD | +31.2% | -5.9% | +37.0% | +32.7% |
| 1Y | +29.6% | +1.8% | +27.8% | +27.4% |
| 3Y | +93.1% | +125.0% | -31.9% | +39.7% |
| 5Y | +146.2% | +92.0% | +54.3% | +87.1% |
| All | +146.2% | +92.6% | +53.6% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling