+50.1%
EFA vs WM
+61.9%
-11.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.2% | +3.2% | -1.0% | +1.7% |
| 30D | +1.4% | +13.0% | -11.6% | -0.8% |
| 3M | -4.2% | +9.2% | -13.4% | -5.7% |
| 6M | +1.9% | +13.6% | -11.7% | -1.0% |
| YTD | +10.2% | +12.4% | -2.2% | +6.9% |
| 1Y | +12.8% | +21.2% | -8.4% | +7.1% |
| 3Y | +65.2% | +48.7% | +16.5% | +46.0% |
| All | +50.1% | +61.9% | -11.8% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling