+117.9%
WFC vs XLP
+137.2%
-19.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.4% |
| 7D | -1.3% | -0.5% | -0.7% | -0.8% |
| 30D | +3.6% | +8.3% | -4.8% | -3.7% |
| 3M | -1.3% | +8.7% | -10.0% | -8.7% |
| 6M | +18.0% | +11.2% | +6.8% | +6.2% |
| YTD | -5.9% | +20.0% | -25.9% | -21.9% |
| 1Y | +1.8% | +21.3% | -19.6% | -16.6% |
| 3Y | +125.0% | +43.8% | +81.2% | +51.1% |
| 5Y | +92.0% | +43.3% | +48.6% | +28.3% |
| 10Y | +117.9% | +136.8% | -18.8% | +6.9% |
| All | +117.9% | +137.2% | -19.3% | +6.9% |
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