+117.8%
WFC vs XLP
+136.1%
-18.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | +0.9% | +2.3% | -1.5% | -1.2% |
| 30D | +3.3% | +9.1% | -5.9% | -4.6% |
| 3M | -1.4% | +7.9% | -9.3% | -8.2% |
| 6M | +14.7% | +9.6% | +5.1% | +4.7% |
| YTD | -5.9% | +19.4% | -25.4% | -21.7% |
| 1Y | +1.8% | +22.4% | -20.5% | -17.3% |
| 3Y | +124.9% | +43.2% | +81.7% | +51.7% |
| 5Y | +92.7% | +42.6% | +50.2% | +29.5% |
| All | +117.8% | +136.1% | -18.3% | +7.3% |
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