+246.5%
XLF vs WFC
+143.5%
+103.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.9% | +0.3% | -3.2% | -3.1% |
| 30D | -1.6% | +2.3% | -3.9% | -3.0% |
| 3M | +9.3% | +9.8% | -0.5% | +3.2% |
| 6M | +14.6% | +15.6% | -1.0% | +4.5% |
| YTD | +4.7% | -2.4% | +7.2% | +5.1% |
| 1Y | +8.6% | +13.8% | -5.2% | -0.9% |
| 3Y | +73.9% | +134.6% | -60.8% | -0.8% |
| 5Y | +65.0% | +127.9% | -62.9% | -7.2% |
| All | +246.5% | +143.5% | +103.0% | +73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling