+52.4%
EFA vs WPM
+252.7%
-200.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.8% | -0.1% |
| 7D | -2.4% | -3.6% | +1.3% | -1.6% |
| 30D | -2.2% | +12.5% | -14.7% | -4.9% |
| 3M | +5.7% | +40.6% | -34.9% | -2.4% |
| 6M | +8.2% | +0.5% | +7.6% | +6.7% |
| YTD | +11.8% | +29.0% | -17.3% | +3.9% |
| 1Y | +18.3% | +43.8% | -25.5% | +6.8% |
| 3Y | +64.9% | +266.3% | -201.4% | +16.9% |
| 5Y | +52.4% | +255.1% | -202.7% | +2.6% |
| All | +52.4% | +252.7% | -200.3% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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