+126.3%
WFC vs AMGN
+91.8%
+34.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.5% | +1.1% | +1.4% | +2.3% |
| 30D | +7.0% | +9.3% | -2.3% | +5.6% |
| 3M | -1.8% | +12.1% | -13.9% | -3.5% |
| 6M | +18.4% | +40.3% | -21.9% | +12.1% |
| YTD | -5.6% | +45.2% | -50.8% | -11.3% |
| 1Y | +3.9% | +42.4% | -38.6% | -2.1% |
| 3Y | +126.3% | +91.0% | +35.3% | +96.5% |
| All | +126.3% | +91.8% | +34.6% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling