+401.7%
WFC vs XHB
+167.3%
+234.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -0.4% |
| 7D | +1.1% | +0.2% | +0.9% | +0.9% |
| 30D | +0.8% | -9.1% | +9.9% | +7.9% |
| 3M | +9.3% | -2.3% | +11.6% | +9.8% |
| 6M | +10.6% | -4.1% | +14.8% | +11.8% |
| YTD | -4.1% | -1.7% | -2.4% | -5.5% |
| 1Y | +13.6% | -15.1% | +28.7% | +24.2% |
| 3Y | +130.7% | +26.8% | +103.9% | +75.5% |
| 5Y | +126.7% | +37.3% | +89.4% | +54.7% |
| 10Y | +132.1% | +205.7% | -73.5% | -21.4% |
| All | +401.7% | +167.3% | +234.4% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling