+1,315.3%
AMAT vs WFC
+142.4%
+1,172.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.8% | +9.5% | +10.4% |
| 7D | -1.1% | +0.1% | -1.2% | -0.9% |
| 30D | -26.9% | +2.9% | -29.8% | -27.9% |
| 3M | -31.2% | -1.4% | -29.8% | -30.9% |
| 6M | -14.7% | +14.3% | -29.1% | -21.1% |
| YTD | +44.7% | -6.2% | +50.9% | +47.7% |
| 1Y | +62.0% | +1.6% | +60.4% | +58.6% |
| 3Y | +165.0% | +126.9% | +38.0% | +63.8% |
| 5Y | +147.1% | +94.0% | +53.2% | +63.7% |
| 10Y | +1,315.3% | +134.0% | +1,181.2% | +837.4% |
| All | +1,315.3% | +142.4% | +1,172.8% | +837.4% |
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