+70.0%
XLE vs WFC
+126.5%
-56.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.9% |
| 7D | +5.4% | +2.5% | +2.9% | +4.8% |
| 30D | -3.9% | +7.0% | -10.9% | -5.5% |
| 3M | +7.0% | -1.8% | +8.8% | +7.3% |
| 6M | +14.2% | +18.4% | -4.2% | +9.0% |
| YTD | +48.2% | -5.6% | +53.8% | +49.9% |
| 1Y | +47.7% | +3.9% | +43.8% | +44.8% |
| 3Y | +70.0% | +126.3% | -56.3% | +24.4% |
| All | +70.0% | +126.5% | -56.5% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling