+95.5%
AMD vs WFC
+2.7%
+92.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.8% |
| 7D | -15.5% | +4.5% | -20.0% | -15.9% |
| 30D | -22.6% | +7.4% | -30.0% | -23.3% |
| 3M | -5.7% | -0.5% | -5.2% | -5.3% |
| 6M | +43.1% | +11.7% | +31.4% | +40.2% |
| YTD | +128.2% | -4.6% | +132.9% | +132.7% |
| 1Y | +95.5% | +2.5% | +92.9% | +81.1% |
| All | +95.5% | +2.7% | +92.8% | +81.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling