+889.0%
WFC vs XLU
+639.3%
+249.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.8% |
| 7D | +1.1% | +2.1% | -1.0% | -0.4% |
| 30D | +0.8% | -0.4% | +1.2% | +1.0% |
| 3M | +9.3% | +0.5% | +8.8% | +8.6% |
| 6M | +10.6% | -5.8% | +16.4% | +14.6% |
| YTD | -4.1% | +3.1% | -7.2% | -7.1% |
| 1Y | +13.6% | +8.1% | +5.5% | +6.2% |
| 3Y | +130.7% | +50.5% | +80.2% | +68.3% |
| 5Y | +126.7% | +44.7% | +82.0% | +66.7% |
| 10Y | +132.1% | +136.8% | -4.7% | +17.8% |
| All | +889.0% | +639.3% | +249.7% | +123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling