+12.3%
WFC vs AMGN
+57.8%
-45.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.1% |
| 7D | +3.8% | +1.1% | +2.7% | +3.6% |
| 30D | +1.5% | +7.8% | -6.4% | +0.6% |
| 3M | +10.9% | +27.3% | -16.4% | +7.5% |
| 6M | +8.4% | +16.8% | -8.4% | +5.6% |
| YTD | -1.9% | +36.3% | -38.2% | -5.0% |
| 1Y | +12.3% | +60.4% | -48.1% | +10.6% |
| All | +12.3% | +57.8% | -45.5% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 1y: compounded portfolio wealth divided by compounded AMGN 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…
1y analysis · Full analysis span regression · 6 months rolling