+142.7%
WFC vs AMGN
+210.3%
-67.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.6% |
| 7D | +0.3% | -13.9% | +14.2% | +5.7% |
| 30D | +2.3% | -7.1% | +9.4% | +4.7% |
| 3M | +9.8% | +13.9% | -4.2% | +3.9% |
| 6M | +15.6% | +3.2% | +12.3% | +13.3% |
| YTD | -2.4% | +19.2% | -21.7% | -9.9% |
| 1Y | +13.8% | +41.1% | -27.3% | -2.1% |
| 3Y | +134.6% | +61.3% | +73.4% | +84.1% |
| 5Y | +127.9% | +109.1% | +18.9% | +55.4% |
| All | +142.7% | +210.3% | -67.6% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling