+13.8%
AMD vs WFC
+8.0%
+5.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.0% | -14.3% | -17.2% |
| 7D | -28.6% | 0.0% | -28.6% | -28.1% |
| 30D | -37.7% | +4.0% | -41.8% | -36.9% |
| 3M | -16.1% | -4.4% | -11.8% | -15.3% |
| 6M | +13.8% | +7.4% | +6.5% | +20.7% |
| All | +13.8% | +8.0% | +5.8% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling