+407.9%
WFC vs EFV
+249.2%
+158.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | -0.1% |
| 7D | +2.5% | +2.5% | 0.0% | -0.3% |
| 30D | +7.0% | +2.9% | +4.1% | +3.6% |
| 3M | -1.8% | -1.4% | -0.3% | -0.3% |
| 6M | +18.4% | +5.5% | +12.9% | +11.1% |
| YTD | -5.6% | +16.1% | -21.7% | -20.9% |
| 1Y | +3.9% | +20.3% | -16.4% | -16.4% |
| 3Y | +126.3% | +90.4% | +35.9% | +7.3% |
| 5Y | +91.1% | +93.5% | -2.4% | -10.2% |
| 10Y | +118.5% | +161.5% | -43.0% | -23.4% |
| All | +407.9% | +249.2% | +158.7% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling