+889.2%
XLV vs WFC
+891.9%
-2.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -3.6% | +0.4% | -3.9% | -3.6% |
| 30D | -1.8% | +1.5% | -3.4% | -2.2% |
| 3M | +7.8% | +10.2% | -2.4% | +5.5% |
| 6M | +9.1% | +18.8% | -9.7% | +4.9% |
| YTD | +7.7% | -1.5% | +9.3% | +7.5% |
| 1Y | +20.4% | +13.5% | +6.9% | +16.4% |
| 3Y | +30.8% | +135.0% | -104.2% | +6.5% |
| 5Y | +34.6% | +130.1% | -95.4% | +8.4% |
| 10Y | +173.4% | +144.1% | +29.3% | +107.4% |
| All | +889.2% | +891.9% | -2.7% | +355.0% |
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