+142.8%
EFA vs WMB
+307.8%
-165.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -1.5% | -1.0% | -0.5% | -1.3% |
| 30D | -1.7% | -0.4% | -1.2% | -1.7% |
| 3M | +3.5% | +3.2% | +0.3% | +2.2% |
| 6M | +9.5% | +0.1% | +9.4% | +8.8% |
| YTD | +12.9% | +23.9% | -11.0% | +5.3% |
| 1Y | +18.2% | +27.6% | -9.4% | +9.0% |
| 3Y | +64.8% | +141.9% | -77.1% | +23.9% |
| 5Y | +53.9% | +273.8% | -219.9% | +0.7% |
| All | +142.8% | +307.8% | -165.0% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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