+132.8%
AMAT vs WFC
+116.3%
+16.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.0% | -10.6% | -12.4% |
| 7D | -24.3% | 0.0% | -24.3% | -24.2% |
| 30D | -39.8% | +4.0% | -43.8% | -40.7% |
| 3M | -40.2% | -4.4% | -35.8% | -39.2% |
| 6M | -22.1% | +7.4% | -29.5% | -24.9% |
| YTD | +24.7% | -7.5% | +32.2% | +27.9% |
| 1Y | +33.3% | -0.3% | +33.6% | +32.3% |
| All | +132.8% | +116.3% | +16.5% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling