+870.4%
WFC vs XLB
+837.1%
+33.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -1.3% | -1.6% | +0.4% | +0.1% |
| 30D | +3.6% | +7.2% | -3.7% | -2.4% |
| 3M | -1.3% | 0.0% | -1.3% | -1.5% |
| 6M | +18.0% | +2.3% | +15.7% | +14.9% |
| YTD | -5.9% | +18.4% | -24.3% | -19.5% |
| 1Y | +1.8% | +23.3% | -21.5% | -15.9% |
| 3Y | +125.0% | +45.2% | +79.8% | +61.2% |
| 5Y | +92.0% | +31.0% | +61.0% | +50.0% |
| 10Y | +117.9% | +168.8% | -50.9% | -3.7% |
| All | +870.4% | +837.1% | +33.3% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling