+1,370.8%
AMAT vs WFC
+130.3%
+1,240.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -2.5% | +0.9% | -3.3% | -2.7% |
| 30D | -26.5% | +3.3% | -29.8% | -27.7% |
| 3M | -28.6% | -1.4% | -27.1% | -28.3% |
| 6M | -14.2% | +14.7% | -29.0% | -20.9% |
| YTD | +45.5% | -5.9% | +51.4% | +48.3% |
| 1Y | +59.3% | +1.8% | +57.5% | +55.8% |
| 3Y | +153.1% | +124.9% | +28.2% | +56.3% |
| 5Y | +158.2% | +92.7% | +65.4% | +70.7% |
| 10Y | +1,370.8% | +118.2% | +1,252.6% | +829.7% |
| All | +1,370.8% | +130.3% | +1,240.5% | +829.7% |
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