+142.4%
WFC vs XLB
+158.8%
-16.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +3.0% |
| 7D | +0.4% | -2.9% | +3.4% | +3.4% |
| 30D | +2.5% | -3.4% | +5.8% | +5.8% |
| 3M | +10.0% | +1.6% | +8.4% | +7.6% |
| 6M | +15.1% | +3.6% | +11.4% | +10.0% |
| YTD | -2.2% | +14.2% | -16.5% | -15.7% |
| 1Y | +13.5% | +15.6% | -2.1% | -3.5% |
| 3Y | +135.2% | +33.1% | +102.1% | +71.8% |
| 5Y | +128.3% | +35.0% | +93.3% | +62.4% |
| 10Y | +142.4% | +164.5% | -22.2% | -15.3% |
| All | +142.4% | +158.8% | -16.4% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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