+1,477.5%
XLK vs WFC
+866.3%
+611.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.0% |
| 7D | +2.3% | +1.1% | +1.2% | +2.0% |
| 30D | -0.1% | +0.8% | -0.9% | -0.4% |
| 3M | +2.1% | +9.3% | -7.1% | -0.8% |
| 6M | +37.2% | +10.6% | +26.5% | +32.3% |
| YTD | +30.8% | -4.1% | +34.9% | +31.4% |
| 1Y | +42.6% | +13.6% | +29.1% | +35.9% |
| 3Y | +121.8% | +130.7% | -8.9% | +68.5% |
| 5Y | +145.7% | +126.7% | +18.9% | +85.3% |
| 10Y | +782.1% | +132.1% | +649.9% | +524.4% |
| All | +1,477.5% | +866.3% | +611.2% | +504.5% |
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