+8,242.3%
WFC vs COO
+5,493.5%
+2,748.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.6% |
| 7D | +0.1% | +4.3% | -4.2% | -0.3% |
| 30D | +2.9% | +17.6% | -14.7% | +1.2% |
| 3M | -1.4% | -13.9% | +12.4% | -0.2% |
| 6M | +14.3% | +6.6% | +7.8% | +13.2% |
| YTD | -6.2% | -22.0% | +15.8% | -4.1% |
| 1Y | +1.6% | -8.8% | +10.4% | +2.2% |
| 3Y | +126.9% | -21.5% | +148.4% | +130.2% |
| 5Y | +94.0% | -41.0% | +135.0% | +101.6% |
| 10Y | +134.0% | +40.9% | +93.2% | +125.9% |
| All | +8,242.3% | +5,493.5% | +2,748.8% | +6,651.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling