+122,851.5%
AAPL vs WFC
+8,676.2%
+114,175.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | +0.1% | +3.8% | -3.7% | -1.0% |
| 30D | +3.0% | +1.5% | +1.5% | +2.5% |
| 3M | +2.9% | +10.9% | -8.0% | -0.4% |
| 6M | +22.1% | +8.4% | +13.7% | +18.7% |
| YTD | +18.0% | -1.9% | +19.9% | +17.9% |
| 1Y | +33.9% | +12.3% | +21.6% | +28.3% |
| 3Y | +71.2% | +132.3% | -61.2% | +30.5% |
| 5Y | +112.6% | +130.1% | -17.5% | +60.3% |
| 10Y | +1,198.8% | +134.4% | +1,064.4% | +816.8% |
| All | +122,851.5% | +8,676.2% | +114,175.3% | +20,234.6% |
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