+1,024.7%
XLE vs WFC
+888.4%
+136.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.2% |
| 7D | +2.2% | +3.8% | -1.6% | +0.9% |
| 30D | +11.8% | +1.5% | +10.3% | +11.1% |
| 3M | +9.8% | +10.9% | -1.0% | +5.5% |
| 6M | +15.6% | +8.4% | +7.2% | +11.3% |
| YTD | +45.3% | -1.9% | +47.1% | +44.4% |
| 1Y | +48.3% | +12.3% | +36.0% | +40.0% |
| 3Y | +55.4% | +132.3% | -76.9% | +10.9% |
| 5Y | +216.1% | +130.1% | +86.0% | +121.3% |
| 10Y | +178.4% | +134.4% | +44.0% | +88.9% |
| All | +1,024.7% | +888.4% | +136.3% | +371.6% |
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