+393.7%
WFC vs XHB
+172.3%
+221.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.2% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | +7.0% | +9.9% | -2.9% | -0.7% |
| 3M | -1.8% | -6.3% | +4.5% | +2.3% |
| 6M | +18.4% | +3.8% | +14.5% | +12.6% |
| YTD | -5.6% | +0.1% | -5.7% | -8.9% |
| 1Y | +3.9% | -0.8% | +4.7% | +0.6% |
| 3Y | +126.3% | +35.6% | +90.7% | +62.9% |
| 5Y | +91.1% | +29.6% | +61.6% | +36.4% |
| 10Y | +118.5% | +237.5% | -119.0% | -32.1% |
| All | +393.7% | +172.3% | +221.4% | -8.4% |
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