+142.4%
WFC vs COO
+36.7%
+105.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.2% | +8.2% | +4.4% |
| 7D | +0.4% | -9.0% | +9.4% | +4.1% |
| 30D | +2.5% | -16.8% | +19.3% | +9.9% |
| 3M | +10.0% | -7.5% | +17.5% | +12.8% |
| 6M | +15.1% | -16.3% | +31.3% | +22.5% |
| YTD | -2.2% | -22.5% | +20.3% | +7.3% |
| 1Y | +13.5% | -7.0% | +20.4% | +15.0% |
| 3Y | +135.2% | -27.5% | +162.7% | +153.5% |
| 5Y | +128.3% | -43.3% | +171.6% | +170.6% |
| 10Y | +142.4% | +37.6% | +104.8% | +131.3% |
| All | +142.4% | +36.7% | +105.6% | +131.3% |
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