+66.5%
EFA vs W
+37.8%
+28.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | +1.2% | +6.5% | -5.3% | +0.6% |
| 30D | -0.7% | -6.2% | +5.5% | -0.2% |
| 3M | +6.4% | +48.9% | -42.5% | +1.2% |
| 6M | +11.4% | +31.2% | -19.8% | +6.9% |
| YTD | +14.0% | -0.4% | +14.4% | +11.9% |
| 1Y | +20.2% | +14.8% | +5.4% | +15.6% |
| All | +66.5% | +37.8% | +28.7% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling