+136,904.2%
AAPL vs WFC
+8,343.6%
+128,560.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +4.1% | +2.5% | +1.6% | +3.4% |
| 30D | +4.0% | +7.0% | -3.0% | +1.9% |
| 3M | +16.8% | -1.8% | +18.6% | +17.2% |
| 6M | +19.4% | +18.4% | +1.0% | +13.2% |
| YTD | +31.5% | -5.6% | +37.1% | +32.7% |
| 1Y | +31.0% | +3.9% | +27.1% | +28.4% |
| 3Y | +95.3% | +126.3% | -31.0% | +50.0% |
| 5Y | +143.4% | +91.1% | +52.2% | +93.5% |
| 10Y | +1,330.5% | +118.5% | +1,212.0% | +932.0% |
| All | +136,904.2% | +8,343.6% | +128,560.6% | +22,778.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling