+145.0%
WFC vs IEFA
+148.3%
-3.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | -0.2% |
| 7D | +0.4% | -1.6% | +1.9% | +2.1% |
| 30D | +1.5% | -1.5% | +3.0% | +3.1% |
| 3M | +10.2% | +3.4% | +6.8% | +5.8% |
| 6M | +18.8% | +9.5% | +9.3% | +6.0% |
| YTD | -1.5% | +13.0% | -14.6% | -15.6% |
| 1Y | +13.5% | +18.0% | -4.5% | -7.5% |
| 3Y | +135.0% | +65.4% | +69.6% | +25.7% |
| 5Y | +130.1% | +51.6% | +78.5% | +38.4% |
| All | +145.0% | +148.3% | -3.4% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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