+145.0%
WFC vs XHB
+215.4%
-70.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | 0.0% |
| 7D | +0.4% | -4.6% | +5.0% | +3.2% |
| 30D | +1.5% | -9.1% | +10.7% | +7.3% |
| 3M | +10.2% | -8.6% | +18.8% | +15.3% |
| 6M | +18.8% | -4.0% | +22.8% | +19.8% |
| YTD | -1.5% | -3.9% | +2.4% | -1.3% |
| 1Y | +13.5% | -16.5% | +30.0% | +23.8% |
| 3Y | +135.0% | +22.6% | +112.4% | +90.4% |
| 5Y | +130.1% | +33.9% | +96.1% | +70.0% |
| All | +145.0% | +215.4% | -70.4% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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