+58.8%
XOM vs WFC
+133.1%
-74.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.9% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +3.4% | +2.5% | +1.0% | +3.0% |
| 3M | +11.0% | +10.0% | +1.0% | +9.2% |
| 6M | +10.6% | +15.1% | -4.4% | +7.8% |
| YTD | +39.2% | -2.2% | +41.4% | +39.9% |
| 1Y | +52.7% | +13.5% | +39.3% | +48.1% |
| All | +58.8% | +133.1% | -74.3% | +19.5% |
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 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