+144.8%
EFA vs WM
+337.2%
-192.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +1.2% | -0.5% | +1.7% | +1.4% |
| 30D | +1.5% | +13.3% | -11.8% | -3.0% |
| 3M | -3.3% | +4.4% | -7.7% | -5.0% |
| 6M | +2.6% | +10.8% | -8.3% | -2.0% |
| YTD | +11.0% | +9.1% | +2.0% | +6.1% |
| 1Y | +15.1% | +19.1% | -4.0% | +6.0% |
| 3Y | +67.6% | +45.7% | +22.0% | +38.9% |
| 5Y | +50.5% | +60.4% | -9.9% | +17.5% |
| 10Y | +144.8% | +328.7% | -183.9% | +34.5% |
| All | +144.8% | +337.2% | -192.4% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling