+13.8%
WFC vs XLI
+14.8%
-1.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +0.3% | -2.3% | +2.6% | +1.8% |
| 30D | +2.3% | -8.2% | +10.4% | +8.1% |
| 3M | +9.8% | +0.8% | +9.0% | +8.5% |
| 6M | +15.6% | +0.8% | +14.7% | +13.5% |
| YTD | -2.4% | +10.5% | -13.0% | -12.1% |
| 1Y | +13.8% | +14.1% | -0.3% | -0.3% |
| All | +13.8% | +14.8% | -1.0% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling