+378.9%
EFA vs WMB
+574.8%
-195.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | -1.0% | +1.6% | -2.6% | -1.3% |
| 30D | +1.6% | -7.1% | +8.6% | +2.7% |
| 3M | -3.2% | -4.0% | +0.8% | -2.8% |
| 6M | +2.5% | -5.7% | +8.2% | +3.0% |
| YTD | +10.7% | +17.2% | -6.5% | +7.1% |
| 1Y | +12.8% | +17.2% | -4.4% | +9.0% |
| 3Y | +66.4% | +121.1% | -54.6% | +43.3% |
| 5Y | +51.4% | +197.2% | -145.8% | +23.4% |
| 10Y | +146.3% | +280.9% | -134.6% | +86.2% |
| All | +378.9% | +574.8% | -195.9% | +193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling