+163.9%
XLE vs WFC
+142.4%
+21.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.4% |
| 7D | -7.9% | +0.1% | -8.0% | -8.0% |
| 30D | -4.8% | +2.9% | -7.8% | -6.5% |
| 3M | +8.4% | -1.4% | +9.8% | +8.6% |
| 6M | +12.7% | +14.3% | -1.7% | +4.0% |
| YTD | +41.3% | -6.2% | +47.5% | +42.6% |
| 1Y | +42.3% | +1.6% | +40.7% | +37.5% |
| 3Y | +65.1% | +126.9% | -61.8% | -2.2% |
| 5Y | +150.2% | +94.0% | +56.2% | +54.9% |
| 10Y | +163.9% | +134.0% | +29.9% | +37.3% |
| All | +163.9% | +142.4% | +21.5% | +37.3% |
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