+59.3%
XLF vs WFC
+90.3%
-31.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +2.7% | +2.5% | +0.1% | +1.4% |
| 30D | +7.6% | +7.0% | +0.6% | +4.1% |
| 3M | +1.1% | -1.8% | +2.8% | +1.8% |
| 6M | +15.9% | +18.4% | -2.5% | +6.0% |
| YTD | +8.4% | -5.6% | +14.0% | +10.6% |
| 1Y | +12.5% | +3.9% | +8.6% | +9.1% |
| 3Y | +81.6% | +126.3% | -44.8% | +12.6% |
| All | +59.3% | +90.3% | -31.0% | +6.6% |
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 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