+376.6%
EFA vs WAB
+4,521.3%
-4,144.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +2.2% | +5.1% | -2.8% | +0.4% |
| 30D | +1.4% | +4.0% | -2.6% | -0.1% |
| 3M | -4.2% | +0.1% | -4.3% | -4.4% |
| 6M | +1.9% | +12.8% | -10.9% | -3.0% |
| YTD | +10.2% | +40.1% | -29.9% | -3.1% |
| 1Y | +12.8% | +46.4% | -33.6% | -2.4% |
| 3Y | +65.2% | +167.4% | -102.2% | +13.7% |
| 5Y | +49.8% | +215.0% | -165.2% | -3.9% |
| 10Y | +145.2% | +269.2% | -124.0% | +35.3% |
| All | +376.6% | +4,521.3% | -4,144.7% | +9.8% |
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