+137,736.4%
AMAT vs WFC
+8,676.2%
+129,060.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.0% |
| 7D | -1.5% | +3.8% | -5.3% | -2.9% |
| 30D | -14.8% | +1.5% | -16.3% | -15.4% |
| 3M | -9.3% | +10.9% | -20.1% | -13.1% |
| 6M | +27.4% | +8.4% | +19.0% | +22.8% |
| YTD | +77.6% | -1.9% | +79.4% | +77.5% |
| 1Y | +188.9% | +12.3% | +176.6% | +173.4% |
| 3Y | +202.3% | +132.3% | +70.0% | +112.6% |
| 5Y | +248.9% | +130.1% | +118.8% | +145.0% |
| 10Y | +1,585.2% | +134.4% | +1,450.8% | +1,025.5% |
| All | +137,736.4% | +8,676.2% | +129,060.2% | +16,836.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling