+112.4%
WFC vs XEL
+187.7%
-75.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.5% | +2.4% | +0.1% | +1.6% |
| 30D | +7.0% | +8.3% | -1.3% | +3.7% |
| 3M | -1.8% | +4.2% | -5.9% | -3.4% |
| 6M | +18.4% | +3.7% | +14.7% | +16.3% |
| YTD | -5.6% | +13.1% | -18.6% | -10.8% |
| 1Y | +3.9% | +5.0% | -1.1% | +1.0% |
| 3Y | +126.3% | +55.0% | +71.4% | +83.9% |
| 5Y | +91.1% | +51.8% | +39.3% | +53.4% |
| All | +112.4% | +187.7% | -75.2% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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