+122.9%
WFC vs XLY
+28.1%
+94.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | +0.4% | -1.7% | +2.1% | +1.4% |
| 30D | +1.5% | -4.2% | +5.7% | +4.1% |
| 3M | +10.2% | -2.7% | +12.9% | +11.6% |
| 6M | +18.8% | -0.6% | +19.4% | +18.2% |
| YTD | -1.5% | -5.0% | +3.5% | +0.9% |
| 1Y | +13.5% | -4.1% | +17.6% | +15.3% |
| 3Y | +135.0% | +33.6% | +101.4% | +93.4% |
| All | +122.9% | +28.1% | +94.7% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling