+50.1%
EFA vs WEC
+56.3%
-6.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | 0.0% |
| 7D | +2.2% | +2.3% | -0.1% | +1.7% |
| 30D | +1.4% | +11.1% | -9.7% | -0.9% |
| 3M | -4.2% | +8.4% | -12.6% | -5.9% |
| 6M | +1.9% | +7.5% | -5.6% | +0.1% |
| YTD | +10.2% | +15.3% | -5.1% | +6.3% |
| 1Y | +12.8% | +9.7% | +3.0% | +10.1% |
| 3Y | +65.2% | +64.7% | +0.5% | +44.3% |
| All | +50.1% | +56.3% | -6.2% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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