+132.8%
AMD vs WFC
+1.9%
+130.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +13.1% | -1.3% | +14.4% | +13.4% |
| 30D | -7.0% | +3.6% | -10.5% | -7.1% |
| 3M | +16.6% | -1.3% | +17.9% | +17.4% |
| 6M | +20.5% | +18.0% | +2.5% | +16.8% |
| YTD | +158.2% | -5.9% | +164.0% | +163.5% |
| 1Y | +132.8% | +1.8% | +131.0% | +118.5% |
| All | +132.8% | +1.9% | +130.9% | +118.5% |
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