+395.7%
EFA vs WAB
+4,287.1%
-3,891.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +0.6% | -3.2% | +3.8% | +1.7% |
| 30D | +0.9% | -4.4% | +5.3% | +2.4% |
| 3M | +4.9% | +7.9% | -3.0% | +1.6% |
| 6M | +8.6% | +8.7% | -0.1% | +4.7% |
| YTD | +14.6% | +33.0% | -18.4% | +2.9% |
| 1Y | +22.6% | +46.7% | -24.0% | +6.1% |
| 3Y | +66.5% | +153.0% | -86.5% | +16.9% |
| 5Y | +54.5% | +222.3% | -167.7% | -1.6% |
| 10Y | +144.8% | +291.0% | -146.2% | +32.0% |
| All | +395.7% | +4,287.1% | -3,891.4% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling