+126.7%
WFC vs XRT
-1.7%
+128.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.1% |
| 7D | +1.1% | -0.3% | +1.3% | +1.2% |
| 30D | +0.8% | -5.6% | +6.5% | +4.0% |
| 3M | +9.3% | +2.5% | +6.7% | +7.4% |
| 6M | +10.6% | +3.7% | +7.0% | +7.9% |
| YTD | -4.1% | +1.0% | -5.0% | -5.0% |
| 1Y | +13.6% | -1.2% | +14.8% | +13.5% |
| 3Y | +130.7% | +43.4% | +87.4% | +86.7% |
| 5Y | +126.7% | -0.7% | +127.5% | +115.4% |
| All | +126.7% | -1.7% | +128.4% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling