+51.4%
EFA vs WMB
+204.0%
-152.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.2% |
| 7D | -1.0% | +1.6% | -2.6% | -1.4% |
| 30D | +1.6% | -7.1% | +8.6% | +3.0% |
| 3M | -3.2% | -4.0% | +0.8% | -2.7% |
| 6M | +2.5% | -5.7% | +8.2% | +3.1% |
| YTD | +10.7% | +17.2% | -6.5% | +4.4% |
| 1Y | +12.8% | +17.2% | -4.4% | +6.2% |
| 3Y | +66.4% | +121.1% | -54.6% | +24.5% |
| 5Y | +51.4% | +197.2% | -145.8% | +3.7% |
| All | +51.4% | +204.0% | -152.7% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling