+16.9%
EFA vs WAB
+46.5%
-29.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | +2.0% | +4.5% | -2.6% | +0.5% |
| 30D | +1.6% | +1.1% | +0.6% | +1.2% |
| 3M | -1.5% | -1.3% | -0.2% | -1.2% |
| 6M | +6.6% | +12.7% | -6.1% | +1.3% |
| YTD | +11.8% | +38.7% | -26.8% | -2.6% |
| 1Y | +16.9% | +44.9% | -28.1% | -0.6% |
| All | +16.9% | +46.5% | -29.7% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling