+96.9%
WFC vs XLC
+137.2%
-40.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.4% |
| 7D | +2.5% | +3.7% | -1.2% | -0.3% |
| 30D | +7.0% | -1.9% | +8.9% | +8.4% |
| 3M | -1.8% | -3.1% | +1.4% | +0.2% |
| 6M | +18.4% | -6.4% | +24.8% | +23.4% |
| YTD | -5.6% | -6.8% | +1.2% | -1.4% |
| 1Y | +3.9% | -1.7% | +5.6% | +4.1% |
| 3Y | +126.3% | +64.7% | +61.6% | +52.9% |
| 5Y | +91.1% | +41.1% | +50.0% | +45.3% |
| All | +96.9% | +137.2% | -40.3% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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