+395.7%
EFA vs WM
+1,166.2%
-770.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.7% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +0.9% | -2.4% | +3.2% | +2.0% |
| 3M | +4.9% | +0.4% | +4.4% | +3.9% |
| 6M | +8.6% | -9.5% | +18.1% | +12.8% |
| YTD | +14.6% | +0.5% | +14.1% | +12.6% |
| 1Y | +22.6% | -1.1% | +23.7% | +20.9% |
| 3Y | +66.5% | +46.0% | +20.5% | +31.0% |
| 5Y | +54.5% | +51.8% | +2.7% | +16.9% |
| 10Y | +144.8% | +307.5% | -162.7% | +3.7% |
| All | +395.7% | +1,166.2% | -770.5% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling