+401.7%
WFC vs XBI
+937.9%
-536.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | +1.1% | -0.9% | +2.0% | +1.5% |
| 30D | +0.8% | +2.9% | -2.1% | -0.9% |
| 3M | +9.3% | +26.2% | -16.9% | -3.5% |
| 6M | +10.6% | +30.7% | -20.1% | -4.8% |
| YTD | -4.1% | +32.9% | -37.0% | -18.5% |
| 1Y | +13.6% | +72.3% | -58.7% | -15.6% |
| 3Y | +130.7% | +107.2% | +23.5% | +51.3% |
| 5Y | +126.7% | +23.2% | +103.6% | +84.5% |
| 10Y | +132.1% | +158.5% | -26.4% | +6.8% |
| All | +401.7% | +937.9% | -536.3% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling