+142.7%
WFC vs EFV
+167.0%
-24.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | +0.1% |
| 7D | +0.3% | -2.0% | +2.3% | +2.7% |
| 30D | +2.3% | -0.2% | +2.5% | +2.5% |
| 3M | +9.8% | +9.1% | +0.6% | -1.1% |
| 6M | +15.6% | +11.7% | +3.9% | +0.7% |
| YTD | -2.4% | +17.0% | -19.5% | -19.9% |
| 1Y | +13.8% | +26.7% | -12.9% | -15.1% |
| 3Y | +134.6% | +90.2% | +44.5% | +4.2% |
| 5Y | +127.9% | +96.1% | +31.8% | -1.9% |
| All | +142.7% | +167.0% | -24.3% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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