+337.5%
AMD vs WFC
+129.3%
+208.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.2% |
| 7D | +2.6% | +3.8% | -1.2% | +0.5% |
| 30D | -0.9% | +1.5% | -2.4% | -1.8% |
| 3M | -8.7% | +10.9% | -19.6% | -14.1% |
| 6M | +136.3% | +8.4% | +127.9% | +123.6% |
| YTD | +123.0% | -1.9% | +124.9% | +122.1% |
| 1Y | +195.2% | +12.3% | +182.8% | +171.4% |
| 3Y | +336.3% | +132.3% | +204.0% | +149.4% |
| All | +337.5% | +129.3% | +208.2% | +164.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling