+129.3%
WFC vs COO
-38.8%
+168.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | +3.8% | -2.2% | +6.0% | +4.5% |
| 30D | +1.5% | -7.0% | +8.5% | +3.7% |
| 3M | +10.9% | +12.2% | -1.3% | +6.6% |
| 6M | +8.4% | -15.1% | +23.5% | +13.4% |
| YTD | -1.9% | -15.1% | +13.2% | +2.6% |
| 1Y | +12.3% | +2.3% | +10.0% | +10.6% |
| 3Y | +132.3% | -23.7% | +156.0% | +142.6% |
| All | +129.3% | -38.8% | +168.1% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling