+104.7%
COST vs WFC
+124.5%
-19.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.5% | +0.3% | -2.8% | -2.5% |
| 30D | -4.4% | +2.3% | -6.7% | -4.8% |
| 3M | -8.1% | +9.8% | -17.8% | -9.7% |
| 6M | -9.2% | +15.6% | -24.8% | -11.8% |
| YTD | +5.1% | -2.4% | +7.5% | +5.2% |
| 1Y | -5.1% | +13.8% | -18.9% | -8.0% |
| 3Y | +70.4% | +134.6% | -64.3% | +38.3% |
| 5Y | +104.7% | +127.9% | -23.2% | +62.8% |
| All | +104.7% | +124.5% | -19.8% | +62.8% |
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