+399.1%
WFC vs XYL
+389.1%
+10.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.6% |
| 7D | +1.7% | -6.0% | +7.7% | +5.1% |
| 30D | +6.8% | -8.3% | +15.1% | +10.5% |
| 3M | -3.0% | -22.6% | +19.6% | +9.7% |
| 6M | +15.4% | -15.0% | +30.5% | +23.2% |
| YTD | -5.9% | -30.2% | +24.3% | +11.5% |
| 1Y | +1.7% | -36.4% | +38.0% | +26.8% |
| 3Y | +124.9% | -0.9% | +125.8% | +114.5% |
| 5Y | +90.5% | -23.4% | +113.8% | +104.0% |
| 10Y | +117.8% | +100.9% | +16.9% | +40.0% |
| All | +399.1% | +389.1% | +10.0% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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