+1,665.8%
AMAT vs WFC
+132.6%
+1,533.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +5.1% |
| 7D | +7.0% | +1.1% | +5.9% | +6.3% |
| 30D | -12.2% | +0.8% | -13.0% | -12.8% |
| 3M | -3.8% | +9.3% | -13.1% | -8.6% |
| 6M | +45.9% | +10.6% | +35.3% | +37.2% |
| YTD | +84.6% | -4.1% | +88.7% | +86.5% |
| 1Y | +193.4% | +13.6% | +179.8% | +170.4% |
| 3Y | +228.1% | +130.7% | +97.3% | +101.2% |
| 5Y | +268.9% | +126.7% | +142.2% | +125.4% |
| 10Y | +1,665.8% | +132.1% | +1,533.6% | +976.7% |
| All | +1,665.8% | +132.6% | +1,533.2% | +976.7% |
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