+116.0%
INTC vs WFC
+131.0%
-15.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.9% |
| 7D | +18.0% | +0.4% | +17.5% | +17.7% |
| 30D | +8.9% | +2.5% | +6.5% | +7.6% |
| 3M | -1.6% | +10.0% | -11.5% | -6.1% |
| 6M | +133.1% | +15.1% | +118.0% | +116.8% |
| YTD | +187.9% | -2.2% | +190.1% | +187.8% |
| 1Y | +334.7% | +13.5% | +321.2% | +302.7% |
| 3Y | +184.2% | +135.2% | +49.0% | +87.9% |
| 5Y | +116.0% | +128.3% | -12.3% | +43.6% |
| All | +116.0% | +131.0% | -15.0% | +43.6% |
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 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