+53.4%
EFA vs W
-62.3%
+115.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.5% | +5.9% | -6.4% | -1.0% |
| 30D | -1.3% | -3.0% | +1.7% | -1.1% |
| 3M | +5.2% | +40.3% | -35.1% | +1.1% |
| 6M | +9.4% | +32.2% | -22.9% | +5.2% |
| YTD | +12.7% | -0.3% | +13.0% | +10.9% |
| 1Y | +19.3% | +16.2% | +3.1% | +15.1% |
| 3Y | +66.3% | +40.7% | +25.6% | +50.6% |
| 5Y | +53.4% | -62.3% | +115.7% | +40.7% |
| All | +53.4% | -62.3% | +115.6% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling