+142.7%
WFC vs EFA
+144.2%
-1.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.7% |
| 7D | +0.3% | -2.4% | +2.6% | +3.0% |
| 30D | +2.3% | -2.2% | +4.5% | +4.8% |
| 3M | +9.8% | +5.7% | +4.1% | +2.7% |
| 6M | +15.6% | +8.2% | +7.4% | +4.4% |
| YTD | -2.4% | +11.8% | -14.2% | -15.4% |
| 1Y | +13.8% | +18.3% | -4.5% | -7.7% |
| 3Y | +134.6% | +64.9% | +69.7% | +25.1% |
| 5Y | +127.9% | +52.4% | +75.5% | +35.3% |
| All | +142.7% | +144.2% | -1.5% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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