+32.9%
XLV vs WFC
+2.7%
+30.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.8% | +2.7% |
| 7D | +5.5% | +4.5% | +1.0% | +4.9% |
| 30D | +13.3% | +7.4% | +6.0% | +12.2% |
| 3M | +17.4% | -0.5% | +18.0% | +17.3% |
| 6M | +32.1% | +11.7% | +20.4% | +29.9% |
| YTD | +24.0% | -4.6% | +28.7% | +22.8% |
| 1Y | +32.9% | +2.5% | +30.4% | +29.4% |
| All | +32.9% | +2.7% | +30.2% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling