+52.4%
EFA vs WAB
+220.1%
-167.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -2.2% | -5.9% | +3.6% | 0.0% |
| 3M | +5.7% | +9.4% | -3.7% | +1.5% |
| 6M | +8.2% | +13.8% | -5.7% | +2.0% |
| YTD | +11.8% | +31.8% | -20.0% | -0.5% |
| 1Y | +18.3% | +48.5% | -30.2% | +0.2% |
| 3Y | +64.9% | +167.0% | -102.0% | +6.1% |
| 5Y | +52.4% | +222.3% | -169.9% | -11.4% |
| All | +52.4% | +220.1% | -167.7% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling