+4,294.1%
XOM vs WFC
+8,480.1%
-4,186.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.3% |
| 7D | -2.4% | +1.1% | -3.4% | -2.7% |
| 30D | +5.7% | +0.8% | +4.8% | +5.4% |
| 3M | +6.6% | +9.3% | -2.7% | +3.7% |
| 6M | +7.7% | +10.6% | -3.0% | +4.0% |
| YTD | +36.2% | -4.1% | +40.3% | +36.3% |
| 1Y | +50.5% | +13.6% | +36.9% | +43.5% |
| 3Y | +53.4% | +130.7% | -77.4% | +18.1% |
| 5Y | +254.2% | +126.7% | +127.5% | +169.1% |
| 10Y | +177.9% | +132.1% | +45.8% | +104.6% |
| All | +4,294.1% | +8,480.1% | -4,186.0% | +1,488.5% |
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 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