+3,501.0%
WFC vs COF
+5,709.6%
-2,208.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.3% | -0.9% |
| 7D | +1.1% | +1.2% | -0.2% | +0.4% |
| 30D | +0.8% | -1.4% | +2.2% | +1.5% |
| 3M | +9.3% | +19.0% | -9.8% | -0.3% |
| 6M | +10.6% | +14.9% | -4.2% | +2.5% |
| YTD | -4.1% | -10.7% | +6.6% | +0.3% |
| 1Y | +13.6% | -1.3% | +14.8% | +12.5% |
| 3Y | +130.7% | +124.3% | +6.4% | +49.5% |
| 5Y | +126.7% | +51.1% | +75.6% | +74.6% |
| 10Y | +132.1% | +252.4% | -120.2% | +15.2% |
| All | +3,501.0% | +5,709.6% | -2,208.6% | +520.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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