+134.0%
WFC vs COO
+40.7%
+93.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +0.9% |
| 7D | +0.1% | +4.3% | -4.2% | -1.5% |
| 30D | +2.9% | +17.6% | -14.7% | -3.3% |
| 3M | -1.4% | -13.9% | +12.4% | +3.4% |
| 6M | +14.3% | +6.6% | +7.8% | +9.6% |
| YTD | -6.2% | -22.0% | +15.8% | +1.8% |
| 1Y | +1.6% | -8.8% | +10.4% | +3.3% |
| 3Y | +126.9% | -21.5% | +148.4% | +134.1% |
| 5Y | +94.0% | -41.0% | +135.0% | +123.9% |
| 10Y | +134.0% | +40.9% | +93.2% | +125.1% |
| All | +134.0% | +40.7% | +93.3% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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