+146.5%
EFA vs WMB
+282.5%
-136.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.2% | +7.8% | -5.6% | +0.2% |
| 30D | +1.4% | -5.1% | +6.5% | +2.5% |
| 3M | -4.2% | -4.7% | +0.6% | -3.4% |
| 6M | +1.9% | -7.4% | +9.3% | +3.2% |
| YTD | +10.2% | +17.5% | -7.3% | +3.9% |
| 1Y | +12.8% | +19.5% | -6.7% | +5.7% |
| 3Y | +65.2% | +121.3% | -56.1% | +26.9% |
| 5Y | +49.8% | +200.5% | -150.7% | +4.1% |
| All | +146.5% | +282.5% | -136.0% | +47.9% |
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