+135.5%
EFA vs W
+209.7%
-74.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.4% |
| 7D | +1.3% | -1.7% | +3.0% | +1.4% |
| 30D | +0.5% | +3.2% | -2.7% | +0.1% |
| 3M | -4.1% | +8.3% | -12.4% | -5.1% |
| 6M | +2.4% | +84.3% | -81.9% | -4.3% |
| YTD | +10.0% | +11.0% | -1.0% | +7.0% |
| 1Y | +11.4% | -0.2% | +11.6% | +9.3% |
| 3Y | +65.4% | +157.9% | -92.6% | +42.4% |
| 5Y | +49.6% | -56.8% | +106.4% | +40.2% |
| 10Y | +144.8% | +212.2% | -67.4% | +72.9% |
| All | +135.5% | +209.7% | -74.1% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling