+247.2%
AMAT vs WFC
+129.3%
+117.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.9% |
| 7D | -1.5% | +3.8% | -5.3% | -3.4% |
| 30D | -14.8% | +1.5% | -16.3% | -15.5% |
| 3M | -9.3% | +10.9% | -20.1% | -14.3% |
| 6M | +27.4% | +8.4% | +19.0% | +21.3% |
| YTD | +77.6% | -1.9% | +79.4% | +77.6% |
| 1Y | +188.9% | +12.3% | +176.6% | +168.0% |
| 3Y | +202.3% | +132.3% | +70.0% | +80.3% |
| All | +247.2% | +129.3% | +117.9% | +111.6% |
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