+301.8%
AMD vs WFC
+115.4%
+186.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.5% | +11.2% |
| 7D | -11.0% | +1.2% | -12.3% | -11.3% |
| 30D | -30.5% | +5.2% | -35.7% | -31.9% |
| 3M | -8.2% | -3.0% | -5.2% | -7.2% |
| 6M | +6.6% | +6.2% | +0.4% | +3.0% |
| YTD | +109.7% | -7.9% | +117.6% | +115.4% |
| 1Y | +88.9% | +0.3% | +88.6% | +85.7% |
| 3Y | +301.8% | +117.7% | +184.1% | +185.4% |
| All | +301.8% | +115.4% | +186.4% | +185.4% |
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