+111.9%
INTC vs WFC
+117.8%
-5.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.7% |
| 7D | +6.0% | +2.5% | +3.5% | +4.9% |
| 30D | -39.2% | +7.0% | -46.2% | -40.9% |
| 3M | -42.9% | -1.8% | -41.2% | -42.7% |
| 6M | -50.4% | +18.4% | -68.8% | -54.3% |
| YTD | +61.7% | -5.6% | +67.3% | +63.3% |
| 1Y | +66.1% | +3.9% | +62.3% | +60.7% |
| 3Y | +58.1% | +126.3% | -68.2% | +8.5% |
| 5Y | +27.9% | +91.1% | -63.3% | -7.9% |
| All | +111.9% | +117.8% | -5.8% | +40.3% |
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