+126.7%
AMAT vs WFC
+86.8%
+39.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.7% |
| 7D | -14.7% | +0.6% | -15.4% | -14.9% |
| 30D | -36.1% | +4.6% | -40.7% | -37.5% |
| 3M | -36.9% | -3.6% | -33.2% | -35.9% |
| 6M | -22.2% | +5.6% | -27.8% | -25.1% |
| YTD | +29.9% | -8.5% | +38.4% | +34.3% |
| 1Y | +43.3% | -0.3% | +43.6% | +41.5% |
| 3Y | +142.7% | +116.4% | +26.2% | +48.0% |
| All | +126.7% | +86.8% | +39.9% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling