+8,268.6%
WFC vs COP
+4,583.1%
+3,685.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +0.9% | -6.1% | +7.0% | +3.3% |
| 30D | +3.3% | +1.1% | +2.1% | +2.3% |
| 3M | -1.4% | +10.9% | -12.4% | -6.2% |
| 6M | +14.7% | +20.8% | -6.1% | +4.6% |
| YTD | -5.9% | +48.0% | -54.0% | -22.1% |
| 1Y | +1.8% | +58.5% | -56.7% | -18.2% |
| 3Y | +124.9% | +28.1% | +96.8% | +93.1% |
| 5Y | +92.7% | +120.5% | -27.7% | +25.2% |
| 10Y | +118.2% | +310.1% | -191.9% | -0.3% |
| All | +8,268.6% | +4,583.1% | +3,685.5% | +1,967.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling