+788.5%
XLK vs WFC
+145.8%
+642.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +0.2% | +0.4% | -0.1% | +0.1% |
| 30D | -0.6% | +1.5% | -2.2% | -1.2% |
| 3M | +2.6% | +10.2% | -7.6% | -1.2% |
| 6M | +34.0% | +18.8% | +15.2% | +25.2% |
| YTD | +30.7% | -1.5% | +32.2% | +30.2% |
| 1Y | +39.2% | +13.5% | +25.6% | +31.5% |
| 3Y | +120.4% | +135.0% | -14.5% | +57.1% |
| 5Y | +148.8% | +130.1% | +18.7% | +75.9% |
| All | +788.5% | +145.8% | +642.6% | +512.6% |
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 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