+911.6%
WFC vs XLI
+1,121.5%
-210.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.4% |
| 7D | +3.8% | -1.1% | +4.8% | +4.9% |
| 30D | +1.5% | -5.9% | +7.4% | +8.3% |
| 3M | +10.9% | -0.3% | +11.1% | +10.5% |
| 6M | +8.4% | +0.1% | +8.3% | +7.2% |
| YTD | -1.9% | +13.6% | -15.5% | -15.5% |
| 1Y | +12.3% | +17.2% | -4.8% | -6.5% |
| 3Y | +132.3% | +68.2% | +64.1% | +30.9% |
| 5Y | +130.1% | +80.7% | +49.3% | +20.3% |
| 10Y | +134.4% | +253.3% | -118.9% | -38.4% |
| All | +911.6% | +1,121.5% | -210.0% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling