+112.4%
WFC vs COO
+41.1%
+71.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | +7.0% | +14.2% | -7.2% | +1.6% |
| 3M | -1.8% | -18.2% | +16.5% | +5.3% |
| 6M | +18.4% | +5.3% | +13.0% | +13.9% |
| YTD | -5.6% | -23.6% | +18.0% | +3.4% |
| 1Y | +3.9% | -12.7% | +16.6% | +7.4% |
| 3Y | +126.3% | -24.2% | +150.5% | +137.0% |
| 5Y | +91.1% | -40.0% | +131.1% | +118.7% |
| All | +112.4% | +41.1% | +71.3% | +98.0% |
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