+339.3%
WFC vs XRT
+529.0%
-189.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +1.0% |
| 7D | +1.2% | +0.9% | +0.4% | +0.4% |
| 30D | +5.2% | +7.9% | -2.7% | -1.6% |
| 3M | -3.0% | -0.2% | -2.9% | -3.5% |
| 6M | +6.2% | +5.6% | +0.6% | +0.1% |
| YTD | -7.9% | +5.7% | -13.6% | -13.5% |
| 1Y | +0.3% | +14.6% | -14.3% | -12.3% |
| 3Y | +117.7% | +50.7% | +67.1% | +45.6% |
| 5Y | +88.4% | -4.8% | +93.2% | +78.3% |
| 10Y | +147.3% | +152.6% | -5.4% | -21.7% |
| All | +339.3% | +529.0% | -189.7% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling