+137.0%
WFC vs XLP
+101.8%
+35.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.6% |
| 7D | +3.8% | -1.0% | +4.8% | +4.7% |
| 30D | +1.5% | -0.9% | +2.4% | +2.2% |
| 3M | +10.9% | +3.8% | +7.1% | +6.6% |
| 6M | +8.4% | -1.7% | +10.2% | +9.3% |
| YTD | -1.9% | +10.3% | -12.1% | -11.8% |
| 1Y | +12.3% | +7.8% | +4.6% | +3.0% |
| 3Y | +132.3% | +27.2% | +105.1% | +77.0% |
| 5Y | +130.1% | +32.5% | +97.5% | +66.5% |
| All | +137.0% | +101.8% | +35.3% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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