+117.5%
XLK vs WFC
+132.5%
-14.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -0.5% | +2.3% | -2.8% | -1.2% |
| 3M | +5.0% | +9.8% | -4.8% | +1.9% |
| 6M | +32.9% | +15.6% | +17.3% | +26.4% |
| YTD | +29.0% | -2.4% | +31.4% | +29.4% |
| 1Y | +37.8% | +13.8% | +24.0% | +31.2% |
| All | +117.5% | +132.5% | -14.9% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling