+86.8%
WFC vs XRT
-5.3%
+92.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.5% |
| 7D | +1.2% | +0.9% | +0.4% | +0.7% |
| 30D | +5.2% | +7.9% | -2.7% | +0.8% |
| 3M | -3.0% | -0.2% | -2.9% | -3.2% |
| 6M | +6.2% | +5.6% | +0.6% | +2.4% |
| YTD | -7.9% | +5.7% | -13.6% | -11.3% |
| 1Y | +0.3% | +14.6% | -14.3% | -7.7% |
| 3Y | +117.7% | +50.7% | +67.1% | +70.6% |
| All | +86.8% | -5.3% | +92.1% | +87.3% |
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 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