+128.3%
WFC vs EFX
-36.4%
+164.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.5% |
| 7D | +0.4% | -9.4% | +9.8% | +2.9% |
| 30D | +2.5% | -6.9% | +9.3% | +4.1% |
| 3M | +10.0% | +0.1% | +9.9% | +8.9% |
| 6M | +15.1% | -17.3% | +32.4% | +19.8% |
| YTD | -2.2% | -21.8% | +19.6% | +3.0% |
| 1Y | +13.5% | -32.5% | +46.0% | +24.4% |
| 3Y | +135.2% | -12.3% | +147.6% | +127.7% |
| 5Y | +128.3% | -36.6% | +164.9% | +141.5% |
| All | +128.3% | -36.4% | +164.7% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling