+9.1%
XLF vs WFC
+13.8%
-4.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | 0.0% | +3.8% | -3.8% | -1.5% |
| 30D | +0.2% | +1.5% | -1.3% | -0.4% |
| 3M | +11.7% | +10.9% | +0.9% | +7.1% |
| 6M | +13.8% | +8.4% | +5.4% | +9.6% |
| YTD | +7.0% | -1.9% | +8.9% | +7.2% |
| 1Y | +9.1% | +12.3% | -3.2% | +4.4% |
| All | +9.1% | +13.8% | -4.7% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling