+129.3%
WFC vs COP
+186.8%
-57.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | +3.8% | +3.0% | +0.8% | +2.9% |
| 30D | +1.5% | +17.5% | -16.0% | -3.1% |
| 3M | +10.9% | +13.4% | -2.5% | +6.6% |
| 6M | +8.4% | +17.7% | -9.3% | +2.4% |
| YTD | -1.9% | +46.6% | -48.5% | -13.9% |
| 1Y | +12.3% | +44.6% | -32.3% | -1.3% |
| 3Y | +132.3% | +20.7% | +111.6% | +112.6% |
| All | +129.3% | +186.8% | -57.5% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling