+147.1%
AMAT vs WFC
+90.3%
+56.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.1% | -2.9% |
| 7D | +11.4% | +2.5% | +8.8% | +10.0% |
| 30D | -17.0% | +7.0% | -24.0% | -19.8% |
| 3M | -30.6% | -1.8% | -28.9% | -30.2% |
| 6M | -14.9% | +18.4% | -33.3% | -22.6% |
| YTD | +44.7% | -5.6% | +50.3% | +47.4% |
| 1Y | +66.9% | +3.9% | +63.0% | +61.5% |
| 3Y | +153.3% | +126.3% | +27.0% | +50.4% |
| All | +147.1% | +90.3% | +56.8% | +65.2% |
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