+257.2%
XOM vs WFC
+128.9%
+128.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.3% |
| 7D | +4.1% | +0.4% | +3.7% | +4.0% |
| 30D | +4.6% | +1.5% | +3.0% | +4.2% |
| 3M | +14.0% | +10.2% | +3.8% | +11.2% |
| 6M | +11.0% | +18.8% | -7.8% | +6.0% |
| YTD | +40.7% | -1.5% | +42.2% | +40.6% |
| 1Y | +52.3% | +13.5% | +38.8% | +46.1% |
| 3Y | +60.5% | +135.0% | -74.5% | +21.3% |
| All | +257.2% | +128.9% | +128.3% | +162.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling