+158.2%
AMAT vs WFC
+95.1%
+63.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -27.6% |
| 3M | -28.6% | -1.4% | -27.1% | -28.2% |
| 6M | -14.2% | +14.7% | -29.0% | -20.8% |
| YTD | +45.5% | -5.9% | +51.4% | +48.5% |
| 1Y | +59.3% | +1.8% | +57.5% | +55.8% |
| 3Y | +153.1% | +124.9% | +28.2% | +50.7% |
| 5Y | +158.2% | +92.7% | +65.4% | +71.7% |
| All | +158.2% | +95.1% | +63.0% | +71.7% |
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 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