+883.0%
WFC vs XLP
+582.4%
+300.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.1% | -1.3% |
| 7D | +4.5% | +5.9% | -1.4% | -1.7% |
| 30D | +7.4% | +13.5% | -6.1% | -6.2% |
| 3M | -0.5% | +8.4% | -8.9% | -9.1% |
| 6M | +11.7% | +11.5% | +0.1% | -1.7% |
| YTD | -4.6% | +20.6% | -25.3% | -23.6% |
| 1Y | +2.5% | +24.3% | -21.8% | -20.6% |
| 3Y | +123.9% | +45.1% | +78.9% | +43.2% |
| 5Y | +94.3% | +44.6% | +49.7% | +23.7% |
| 10Y | +156.0% | +133.1% | +22.9% | -4.0% |
| All | +883.0% | +582.4% | +300.6% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling