+392.3%
WFC vs XHB
+175.0%
+217.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.3% | -4.1% | +2.8% | +1.7% |
| 30D | +3.6% | +9.6% | -6.0% | -3.7% |
| 3M | -1.3% | -6.0% | +4.7% | +2.5% |
| 6M | +18.0% | +2.2% | +15.8% | +13.6% |
| YTD | -5.9% | +1.1% | -7.0% | -9.8% |
| 1Y | +1.8% | -1.7% | +3.5% | -0.7% |
| 3Y | +125.0% | +36.5% | +88.5% | +61.3% |
| 5Y | +92.0% | +33.5% | +58.5% | +33.8% |
| 10Y | +117.9% | +240.9% | -123.0% | -32.8% |
| All | +392.3% | +175.0% | +217.2% | -9.3% |
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