+1,162.1%
AMAT vs WFC
+143.9%
+1,018.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | -14.7% | +1.2% | -16.0% | -15.2% |
| 30D | -36.1% | +5.2% | -41.3% | -37.7% |
| 3M | -36.9% | -3.0% | -33.8% | -36.1% |
| 6M | -22.2% | +6.2% | -28.4% | -25.4% |
| YTD | +29.9% | -7.9% | +37.8% | +33.7% |
| 1Y | +43.3% | +0.3% | +43.0% | +41.1% |
| 3Y | +142.7% | +117.7% | +24.9% | +53.6% |
| 5Y | +126.2% | +88.4% | +37.9% | +52.3% |
| All | +1,162.1% | +143.9% | +1,018.2% | +776.7% |
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