+357.3%
AMD vs WFC
+126.5%
+230.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.3% | -9.1% | -8.9% |
| 7D | +18.9% | +2.5% | +16.4% | +17.8% |
| 30D | -6.4% | +7.0% | -13.4% | -8.8% |
| 3M | +10.6% | -1.8% | +12.3% | +11.3% |
| 6M | +19.9% | +18.4% | +1.5% | +10.8% |
| YTD | +149.4% | -5.6% | +155.0% | +153.7% |
| 1Y | +115.4% | +3.9% | +111.5% | +108.5% |
| 3Y | +357.3% | +126.3% | +231.0% | +213.7% |
| All | +357.3% | +126.5% | +230.8% | +213.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling