+128.3%
WFC vs XHB
+34.8%
+93.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.6% |
| 7D | +0.4% | -1.9% | +2.4% | +1.3% |
| 30D | +2.5% | -8.3% | +10.8% | +6.4% |
| 3M | +10.0% | -7.1% | +17.1% | +13.0% |
| 6M | +15.1% | -5.3% | +20.3% | +16.7% |
| YTD | -2.2% | -3.2% | +1.0% | -2.2% |
| 1Y | +13.5% | -13.9% | +27.3% | +19.6% |
| 3Y | +135.2% | +24.9% | +110.3% | +98.2% |
| 5Y | +128.3% | +34.5% | +93.8% | +81.7% |
| All | +128.3% | +34.8% | +93.5% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling