+1.8%
WFC vs COP
+60.2%
-58.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | +0.9% | -6.1% | +7.0% | +0.8% |
| 30D | +3.3% | +1.1% | +2.1% | +2.9% |
| 3M | -1.4% | +10.9% | -12.4% | -1.6% |
| 6M | +14.7% | +20.8% | -6.1% | +14.4% |
| YTD | -5.9% | +48.0% | -54.0% | -10.5% |
| 1Y | +1.8% | +58.5% | -56.7% | -5.1% |
| All | +1.8% | +60.2% | -58.3% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling