+149.9%
XLE vs WFC
+87.9%
+62.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -12.0% | +1.2% | -13.2% | -12.4% |
| 30D | -2.7% | +5.2% | -8.0% | -4.4% |
| 3M | +6.6% | -3.0% | +9.6% | +7.3% |
| 6M | +9.5% | +6.2% | +3.3% | +6.7% |
| YTD | +40.6% | -7.9% | +48.5% | +42.8% |
| 1Y | +43.6% | +0.3% | +43.3% | +41.5% |
| 3Y | +58.1% | +117.7% | -59.7% | +14.4% |
| All | +149.9% | +87.9% | +62.0% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling