+8,627.7%
WFC vs AMGN
+63,747.9%
-55,120.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.3% |
| 7D | +3.8% | +1.1% | +2.7% | +3.5% |
| 30D | +1.5% | +7.8% | -6.4% | -0.5% |
| 3M | +10.9% | +27.3% | -16.4% | +4.0% |
| 6M | +8.4% | +16.8% | -8.4% | +3.9% |
| YTD | -1.9% | +36.3% | -38.2% | -9.9% |
| 1Y | +12.3% | +60.4% | -48.1% | -1.3% |
| 3Y | +132.3% | +86.3% | +46.0% | +93.5% |
| 5Y | +130.1% | +125.7% | +4.4% | +81.4% |
| 10Y | +134.4% | +247.0% | -112.6% | +64.6% |
| All | +8,627.7% | +63,747.9% | -55,120.2% | +1,827.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling