+145.0%
WFC vs XLU
+140.5%
+4.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +0.4% | -1.6% | +2.0% | +1.3% |
| 30D | +1.5% | -3.3% | +4.8% | +3.5% |
| 3M | +10.2% | -3.2% | +13.4% | +12.0% |
| 6M | +18.8% | -7.0% | +25.7% | +23.4% |
| YTD | -1.5% | +0.6% | -2.2% | -3.0% |
| 1Y | +13.5% | +2.4% | +11.1% | +10.5% |
| 3Y | +135.0% | +46.3% | +88.7% | +79.0% |
| 5Y | +130.1% | +44.0% | +86.1% | +73.6% |
| All | +145.0% | +140.5% | +4.5% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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