+13.5%
WFC vs XBI
+66.9%
-53.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +0.4% | -4.6% | +5.0% | +1.1% |
| 30D | +1.5% | -2.0% | +3.5% | +1.7% |
| 3M | +10.2% | +17.8% | -7.6% | +6.5% |
| 6M | +18.8% | +23.7% | -4.9% | +12.5% |
| YTD | -1.5% | +28.2% | -29.8% | -7.8% |
| 1Y | +13.5% | +64.0% | -50.4% | +3.5% |
| All | +13.5% | +66.9% | -53.4% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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