+126.9%
WFC vs XLP
+43.2%
+83.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.6% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | +2.9% | +8.9% | -6.0% | +0.6% |
| 3M | -1.4% | +7.5% | -8.9% | -3.4% |
| 6M | +14.3% | +9.4% | +4.9% | +11.4% |
| YTD | -6.2% | +19.3% | -25.5% | -12.1% |
| 1Y | +1.6% | +21.7% | -20.1% | -5.6% |
| 3Y | +126.9% | +44.0% | +82.9% | +94.3% |
| All | +126.9% | +43.2% | +83.7% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling