+422.3%
XLF vs WFC
+888.4%
-466.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.3% |
| 7D | 0.0% | +3.8% | -3.8% | -2.4% |
| 30D | +0.2% | +1.5% | -1.3% | -0.9% |
| 3M | +11.7% | +10.9% | +0.9% | +4.2% |
| 6M | +13.8% | +8.4% | +5.4% | +7.0% |
| YTD | +7.0% | -1.9% | +8.9% | +6.8% |
| 1Y | +9.1% | +12.3% | -3.2% | -0.6% |
| 3Y | +75.6% | +132.3% | -56.7% | -3.9% |
| 5Y | +66.4% | +130.1% | -63.6% | -11.4% |
| 10Y | +250.3% | +134.4% | +115.9% | +70.2% |
| All | +422.3% | +888.4% | -466.2% | -16.9% |
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