+22.6%
EFA vs WSM
+19.9%
+2.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | +0.6% | -3.3% | +3.8% | +1.3% |
| 30D | +0.9% | -8.4% | +9.2% | +2.8% |
| 3M | +4.9% | +9.7% | -4.8% | +2.3% |
| 6M | +8.6% | +16.7% | -8.1% | +3.6% |
| YTD | +14.6% | +28.7% | -14.1% | +7.5% |
| 1Y | +22.6% | +13.7% | +9.0% | +16.3% |
| All | +22.6% | +19.9% | +2.8% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling