+94.0%
WFC vs XLB
+31.5%
+62.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +0.3% |
| 7D | +0.1% | -1.4% | +1.5% | +1.2% |
| 30D | +2.9% | +7.1% | -4.2% | -2.7% |
| 3M | -1.4% | +0.6% | -2.0% | -2.1% |
| 6M | +14.3% | +3.5% | +10.9% | +10.4% |
| YTD | -6.2% | +18.2% | -24.4% | -19.9% |
| 1Y | +1.6% | +25.6% | -24.0% | -17.8% |
| 3Y | +126.9% | +46.7% | +80.2% | +59.0% |
| 5Y | +94.0% | +30.9% | +63.1% | +50.8% |
| All | +94.0% | +31.5% | +62.5% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling