Up until a few months ago, it was impossible, period.

As it is now, it depends on how your wife's access is set up. If she's a 'regular' AU, you'll get all the texts. If she's set up as an 'account manager' with her own Capital One login, it will text the number in her profile. That last bit is new as of a few months back--my wife went to buy something online and suddenly she got the text. We had been using a shared Google Voice account as the number on the Capital One account so that we both got the texts, but that's an annoying workaround.