+94.0%
WFC vs XLC
+38.9%
+55.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.6% | +0.3% |
| 7D | +0.1% | +7.1% | -7.0% | -4.1% |
| 30D | +2.9% | -2.7% | +5.7% | +4.6% |
| 3M | -1.4% | -3.2% | +1.7% | +0.3% |
| 6M | +14.3% | -7.7% | +22.0% | +19.6% |
| YTD | -6.2% | -8.0% | +1.8% | -1.8% |
| 1Y | +1.6% | -3.1% | +4.6% | +2.8% |
| 3Y | +126.9% | +64.9% | +62.0% | +66.1% |
| 5Y | +94.0% | +39.5% | +54.4% | +60.8% |
| All | +94.0% | +38.9% | +55.1% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling