+366.2%
EFA vs WM
+1,272.1%
-905.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.2% |
| 7D | -1.4% | +1.2% | -2.6% | -2.0% |
| 30D | -1.2% | +13.1% | -14.2% | -7.3% |
| 3M | -5.1% | +3.6% | -8.7% | -7.2% |
| 6M | -1.2% | +8.1% | -9.3% | -6.2% |
| YTD | +7.8% | +8.9% | -1.1% | +1.3% |
| 1Y | +12.2% | +20.3% | -8.2% | 0.0% |
| 3Y | +61.5% | +46.2% | +15.3% | +27.2% |
| 5Y | +45.8% | +59.9% | -14.1% | +7.4% |
| 10Y | +141.8% | +345.6% | -203.8% | -2.3% |
| All | +366.2% | +1,272.1% | -905.9% | +2.9% |
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