+104.0%
WFC vs XLC
+141.1%
-37.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.4% |
| 7D | +0.4% | -1.4% | +1.9% | +1.5% |
| 30D | +2.5% | -0.9% | +3.4% | +3.1% |
| 3M | +10.0% | -0.3% | +10.3% | +9.8% |
| 6M | +15.1% | -5.2% | +20.2% | +19.1% |
| YTD | -2.2% | -5.3% | +3.1% | +1.3% |
| 1Y | +13.5% | -2.8% | +16.3% | +15.2% |
| 3Y | +135.2% | +71.2% | +64.0% | +54.4% |
| 5Y | +128.3% | +37.6% | +90.7% | +78.2% |
| All | +104.0% | +141.1% | -37.1% | -12.6% |
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