+915.2%
WFC vs XLY
+1,114.2%
-199.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.1% |
| 7D | +0.4% | -1.7% | +2.1% | +1.9% |
| 30D | +1.5% | -4.2% | +5.7% | +5.4% |
| 3M | +10.2% | -2.7% | +12.9% | +12.2% |
| 6M | +18.8% | -0.6% | +19.4% | +17.7% |
| YTD | -1.5% | -5.0% | +3.5% | +1.7% |
| 1Y | +13.5% | -4.1% | +17.6% | +15.7% |
| 3Y | +135.0% | +33.6% | +101.4% | +70.8% |
| 5Y | +130.1% | +28.7% | +101.3% | +64.5% |
| 10Y | +144.1% | +219.6% | -75.6% | -29.5% |
| All | +915.2% | +1,114.2% | -199.0% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling