+133.3%
WFC vs EFA
+64.9%
+68.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +2.7% |
| 7D | +0.4% | -0.5% | +0.9% | +0.7% |
| 30D | +2.5% | -1.3% | +3.8% | +3.4% |
| 3M | +10.0% | +5.2% | +4.8% | +5.9% |
| 6M | +15.1% | +9.4% | +5.7% | +7.3% |
| YTD | -2.2% | +12.7% | -14.9% | -11.1% |
| 1Y | +13.5% | +19.3% | -5.8% | -1.3% |
| All | +133.3% | +64.9% | +68.4% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling