+988.3%
XLE vs WFC
+827.7%
+160.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -12.0% | +1.2% | -13.2% | -12.5% |
| 30D | -2.7% | +5.2% | -8.0% | -4.7% |
| 3M | +6.6% | -3.0% | +9.6% | +7.4% |
| 6M | +9.5% | +6.2% | +3.3% | +6.3% |
| YTD | +40.6% | -7.9% | +48.5% | +42.5% |
| 1Y | +43.6% | +0.3% | +43.3% | +41.1% |
| 3Y | +58.1% | +117.7% | -59.7% | +15.1% |
| 5Y | +152.2% | +88.4% | +63.8% | +89.3% |
| 10Y | +172.9% | +147.3% | +25.7% | +82.4% |
| All | +988.3% | +827.7% | +160.7% | +365.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling