+142.9%
WFC vs XLP
+126.4%
+16.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.7% |
| 7D | +1.2% | +0.7% | +0.5% | +0.6% |
| 30D | +5.2% | +10.3% | -5.1% | -3.6% |
| 3M | -3.0% | +6.5% | -9.6% | -8.6% |
| 6M | +6.2% | +8.4% | -2.2% | -2.0% |
| YTD | -7.9% | +18.2% | -26.1% | -22.3% |
| 1Y | +0.3% | +22.4% | -22.1% | -18.3% |
| 3Y | +117.7% | +41.9% | +75.8% | +49.2% |
| 5Y | +88.4% | +40.9% | +47.5% | +29.0% |
| All | +142.9% | +126.4% | +16.5% | +27.3% |
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