+606.1%
COST vs WFC
+145.8%
+460.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.1% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -4.7% | +1.5% | -6.2% | -5.0% |
| 3M | -7.1% | +10.2% | -17.3% | -8.8% |
| 6M | -8.5% | +18.8% | -27.3% | -11.6% |
| YTD | +5.4% | -1.5% | +6.9% | +5.2% |
| 1Y | -5.6% | +13.5% | -19.2% | -8.4% |
| 3Y | +68.5% | +135.0% | -66.5% | +40.6% |
| 5Y | +105.2% | +130.1% | -24.8% | +69.8% |
| All | +606.1% | +145.8% | +460.2% | +479.6% |
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