+191.6%
XOM vs WFC
+143.5%
+48.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | +1.9% | +0.3% | +1.6% | +1.7% |
| 30D | +4.1% | +2.3% | +1.8% | +3.0% |
| 3M | +10.4% | +9.8% | +0.7% | +5.7% |
| 6M | +13.0% | +15.6% | -2.5% | +5.0% |
| YTD | +40.1% | -2.4% | +42.5% | +39.3% |
| 1Y | +51.1% | +13.8% | +37.3% | +39.6% |
| 3Y | +57.7% | +134.6% | -76.9% | -1.2% |
| 5Y | +264.7% | +127.9% | +136.8% | +120.0% |
| All | +191.6% | +143.5% | +48.0% | +58.2% |
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