+170.7%
XLE vs WFC
+132.6%
+38.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.2% |
| 7D | 0.0% | +1.1% | -1.1% | -0.6% |
| 30D | +12.6% | +0.8% | +11.8% | +12.0% |
| 3M | +11.8% | +9.3% | +2.6% | +6.3% |
| 6M | +16.1% | +10.6% | +5.4% | +8.7% |
| YTD | +46.9% | -4.1% | +50.9% | +47.1% |
| 1Y | +53.3% | +13.6% | +39.7% | +39.6% |
| 3Y | +54.9% | +130.7% | -75.8% | -8.6% |
| 5Y | +225.7% | +126.7% | +99.0% | +83.3% |
| 10Y | +170.7% | +132.1% | +38.5% | +37.4% |
| All | +170.7% | +132.6% | +38.1% | +37.4% |
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