+283.8%
EFA vs WPM
+5,972.6%
-5,688.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +1.2% | +7.0% | -5.8% | 0.0% |
| 30D | -0.7% | +15.7% | -16.5% | -3.4% |
| 3M | +6.4% | +35.2% | -28.8% | +0.6% |
| 6M | +11.4% | +6.1% | +5.3% | +9.3% |
| YTD | +14.0% | +32.6% | -18.6% | +7.2% |
| 1Y | +20.2% | +46.9% | -26.7% | +10.6% |
| 3Y | +68.2% | +276.3% | -208.1% | +30.1% |
| 5Y | +54.8% | +260.0% | -205.2% | +19.1% |
| 10Y | +142.4% | +508.5% | -366.1% | +61.7% |
| All | +283.8% | +5,972.6% | -5,688.8% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling