+53.4%
EFA vs WMB
+285.8%
-232.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.3% | +4.6% | -5.9% | -2.5% |
| 3M | +5.2% | +5.7% | -0.6% | +3.4% |
| 6M | +9.4% | +4.2% | +5.2% | +7.6% |
| YTD | +12.7% | +26.8% | -14.1% | +4.8% |
| 1Y | +19.3% | +34.7% | -15.4% | +8.6% |
| 3Y | +66.3% | +146.8% | -80.5% | +22.2% |
| 5Y | +53.4% | +285.0% | -231.7% | +1.3% |
| All | +53.4% | +285.8% | -232.5% | +1.3% |
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