+142.4%
EFA vs WM
+305.2%
-162.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.3% |
| 7D | +1.2% | -0.9% | +2.1% | +1.5% |
| 30D | -0.7% | -4.3% | +3.6% | +0.8% |
| 3M | +6.4% | +0.8% | +5.6% | +5.5% |
| 6M | +11.4% | -10.8% | +22.1% | +15.3% |
| YTD | +14.0% | -0.1% | +14.0% | +12.6% |
| 1Y | +20.2% | +1.0% | +19.2% | +17.9% |
| 3Y | +68.2% | +45.1% | +23.1% | +38.5% |
| 5Y | +54.8% | +52.1% | +2.7% | +22.7% |
| 10Y | +142.4% | +302.9% | -160.6% | +30.8% |
| All | +142.4% | +305.2% | -162.8% | +30.8% |
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