+176.5%
XLE vs WFC
+117.1%
+59.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +4.4% | +1.7% | +2.6% | +3.5% |
| 30D | -4.3% | +6.8% | -11.1% | -7.6% |
| 3M | +6.0% | -3.0% | +9.0% | +7.1% |
| 6M | +13.2% | +15.4% | -2.2% | +4.0% |
| YTD | +46.7% | -5.9% | +52.6% | +47.9% |
| 1Y | +46.6% | +1.7% | +45.0% | +41.6% |
| 3Y | +69.6% | +124.9% | -55.3% | +0.7% |
| 5Y | +166.5% | +90.5% | +76.1% | +66.5% |
| All | +176.5% | +117.1% | +59.4% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 10y: compounded portfolio wealth divided by compounded WFC 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…
10y analysis · Full analysis span regression · 6 months rolling