+85.7%
WFC vs XLP
+40.8%
+44.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.3% |
| 7D | +0.6% | +0.7% | -0.1% | +0.2% |
| 30D | +4.6% | +10.3% | -5.7% | -1.2% |
| 3M | -3.6% | +6.5% | -10.2% | -7.2% |
| 6M | +5.6% | +8.4% | -2.8% | +0.3% |
| YTD | -8.5% | +18.2% | -26.7% | -18.7% |
| 1Y | -0.3% | +22.4% | -22.7% | -13.7% |
| 3Y | +116.4% | +41.9% | +74.6% | +61.8% |
| All | +85.7% | +40.8% | +44.9% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling