+6,882.0%
AMD vs WFC
+138.0%
+6,744.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.3% |
| 7D | +2.6% | +3.8% | -1.2% | +1.0% |
| 30D | -0.9% | +1.5% | -2.4% | -1.6% |
| 3M | -8.7% | +10.9% | -19.6% | -12.9% |
| 6M | +136.3% | +8.4% | +127.9% | +126.5% |
| YTD | +123.0% | -1.9% | +124.9% | +122.1% |
| 1Y | +195.2% | +12.3% | +182.8% | +177.6% |
| 3Y | +336.3% | +132.3% | +204.0% | +198.7% |
| 5Y | +334.5% | +130.1% | +204.4% | +200.0% |
| All | +6,882.0% | +138.0% | +6,744.0% | +5,100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling