+284.5%
WFC vs IEFA
+215.2%
+69.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -1.6% |
| 7D | +1.1% | +1.2% | -0.1% | -0.1% |
| 30D | +0.8% | -0.6% | +1.4% | +1.4% |
| 3M | +9.3% | +6.2% | +3.1% | +2.3% |
| 6M | +10.6% | +11.2% | -0.5% | -2.0% |
| YTD | -4.1% | +14.2% | -18.2% | -17.6% |
| 1Y | +13.6% | +20.0% | -6.5% | -7.6% |
| 3Y | +130.7% | +68.8% | +62.0% | +27.9% |
| 5Y | +126.7% | +52.7% | +74.1% | +41.2% |
| 10Y | +132.1% | +144.2% | -12.1% | -8.8% |
| All | +284.5% | +215.2% | +69.3% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling