+142.4%
WFC vs COP
+334.3%
-191.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | +2.5% | +11.7% | -9.3% | -2.1% |
| 3M | +10.0% | +17.7% | -7.7% | +2.3% |
| 6M | +15.1% | +18.3% | -3.3% | +5.8% |
| YTD | -2.2% | +49.1% | -51.3% | -18.9% |
| 1Y | +13.5% | +53.3% | -39.9% | -7.5% |
| 3Y | +135.2% | +22.2% | +113.1% | +106.8% |
| 5Y | +128.3% | +193.3% | -65.0% | +26.3% |
| 10Y | +142.4% | +340.2% | -197.9% | +6.0% |
| All | +142.4% | +334.3% | -191.9% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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