+8,627.7%
WFC vs COO
+5,988.7%
+2,639.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | +3.8% | -2.2% | +6.0% | +4.0% |
| 30D | +1.5% | -7.0% | +8.5% | +2.2% |
| 3M | +10.9% | +12.2% | -1.3% | +9.5% |
| 6M | +8.4% | -15.1% | +23.5% | +10.1% |
| YTD | -1.9% | -15.1% | +13.2% | -0.4% |
| 1Y | +12.3% | +2.3% | +10.0% | +11.9% |
| 3Y | +132.3% | -23.7% | +156.0% | +136.7% |
| 5Y | +130.1% | -38.9% | +169.0% | +138.7% |
| 10Y | +134.4% | +49.9% | +84.5% | +125.1% |
| All | +8,627.7% | +5,988.7% | +2,639.0% | +6,918.2% |
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