+1.7%
WFC vs XRT
+12.4%
-10.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.8% |
| 7D | +1.7% | -0.4% | +2.2% | +1.9% |
| 30D | +6.8% | +7.5% | -0.7% | +3.5% |
| 3M | -3.0% | +2.3% | -5.3% | -4.0% |
| 6M | +15.4% | +12.8% | +2.6% | +7.7% |
| YTD | -5.9% | +7.1% | -13.0% | -8.9% |
| 1Y | +1.7% | +12.3% | -10.6% | -3.3% |
| All | +1.7% | +12.4% | -10.7% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling