+99.0%
COST vs WFC
+126.5%
-27.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +5.0% | +2.5% | +2.5% | +4.7% |
| 30D | +12.8% | +7.0% | +5.8% | +12.0% |
| 3M | +15.2% | -1.8% | +16.9% | +15.3% |
| 6M | +7.4% | +18.4% | -11.0% | +5.3% |
| YTD | +29.0% | -5.6% | +34.6% | +29.8% |
| 1Y | +20.3% | +3.9% | +16.4% | +19.3% |
| 3Y | +99.0% | +126.3% | -27.3% | +79.7% |
| All | +99.0% | +126.5% | -27.5% | +79.7% |
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