+129.3%
WFC vs XLP
+32.7%
+96.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | +3.8% | -1.0% | +4.8% | +4.4% |
| 30D | +1.5% | -0.9% | +2.4% | +2.0% |
| 3M | +10.9% | +3.8% | +7.1% | +8.0% |
| 6M | +8.4% | -1.7% | +10.2% | +9.2% |
| YTD | -1.9% | +10.3% | -12.1% | -9.1% |
| 1Y | +12.3% | +7.8% | +4.6% | +5.6% |
| 3Y | +132.3% | +27.2% | +105.1% | +88.0% |
| All | +129.3% | +32.7% | +96.6% | +80.5% |
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