+140.4%
EFA vs W
+155.6%
-15.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.8% | -0.6% |
| 7D | -2.4% | +0.5% | -2.8% | -2.4% |
| 30D | -2.2% | -5.6% | +3.3% | -1.8% |
| 3M | +5.7% | +41.9% | -36.2% | +1.3% |
| 6M | +8.2% | +30.2% | -22.1% | +4.1% |
| YTD | +11.8% | -2.9% | +14.7% | +10.2% |
| 1Y | +18.3% | +11.6% | +6.7% | +14.4% |
| 3Y | +64.9% | +37.0% | +28.0% | +49.4% |
| 5Y | +52.4% | -62.8% | +115.2% | +45.0% |
| All | +140.4% | +155.6% | -15.2% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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