+252.1%
INTC vs WFC
+145.8%
+106.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.2% |
| 7D | +7.5% | +0.4% | +7.1% | +7.2% |
| 30D | +2.0% | +1.5% | +0.4% | +1.2% |
| 3M | -12.0% | +10.2% | -22.2% | -15.9% |
| 6M | +114.5% | +18.8% | +95.8% | +97.7% |
| YTD | +179.0% | -1.5% | +180.5% | +177.4% |
| 1Y | +318.3% | +13.5% | +304.7% | +289.5% |
| 3Y | +171.2% | +135.0% | +36.3% | +84.4% |
| 5Y | +107.6% | +130.1% | -22.5% | +39.4% |
| All | +252.1% | +145.8% | +106.3% | +127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling