+142.7%
WFC vs EFX
+41.8%
+100.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.3% | -11.1% | +11.4% | +4.0% |
| 30D | +2.3% | -7.4% | +9.7% | +4.5% |
| 3M | +9.8% | +1.5% | +8.3% | +8.0% |
| 6M | +15.6% | -13.7% | +29.2% | +19.5% |
| YTD | -2.4% | -21.9% | +19.4% | +3.6% |
| 1Y | +13.8% | -30.8% | +44.6% | +25.6% |
| 3Y | +134.6% | -12.4% | +147.0% | +128.0% |
| 5Y | +127.9% | -35.9% | +163.8% | +142.4% |
| All | +142.7% | +41.8% | +100.9% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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