+142.4%
WFC vs XRT
+120.9%
+21.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.6% | +3.0% |
| 7D | +0.4% | -2.4% | +2.9% | +2.0% |
| 30D | +2.5% | -6.9% | +9.4% | +7.1% |
| 3M | +10.0% | -0.4% | +10.4% | +9.8% |
| 6M | +15.1% | +2.2% | +12.8% | +12.7% |
| YTD | -2.2% | -0.7% | -1.5% | -2.4% |
| 1Y | +13.5% | -2.0% | +15.5% | +13.8% |
| 3Y | +135.2% | +41.0% | +94.2% | +84.2% |
| 5Y | +128.3% | -3.3% | +131.6% | +121.4% |
| 10Y | +142.4% | +124.8% | +17.5% | +1.5% |
| All | +142.4% | +120.9% | +21.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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