+2.5%
WFC vs XLY
+3.2%
-0.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.0% | +0.5% |
| 7D | +4.5% | +6.1% | -1.6% | +2.1% |
| 30D | +7.4% | +10.8% | -3.4% | +3.1% |
| 3M | -0.5% | +3.6% | -4.2% | -2.0% |
| 6M | +11.7% | +4.4% | +7.3% | +9.5% |
| YTD | -4.6% | +3.1% | -7.7% | -5.8% |
| 1Y | +2.5% | +3.6% | -1.0% | +0.8% |
| All | +2.5% | +3.2% | -0.6% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling