+151.4%
ADBE vs WFC
+145.8%
+5.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.1% |
| 7D | -5.4% | +0.4% | -5.7% | -5.4% |
| 30D | -2.5% | +1.5% | -4.0% | -3.0% |
| 3M | +15.3% | +10.2% | +5.1% | +11.9% |
| 6M | -7.8% | +18.8% | -26.6% | -12.7% |
| YTD | -27.9% | -1.5% | -26.4% | -28.2% |
| 1Y | -28.0% | +13.5% | -41.6% | -31.3% |
| 3Y | -55.3% | +135.0% | -190.3% | -66.2% |
| 5Y | -61.7% | +130.1% | -191.8% | -71.2% |
| All | +151.4% | +145.8% | +5.6% | +90.3% |
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