+387.6%
EFA vs WSM
+4,434.5%
-4,046.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.5% | +2.6% | -3.1% | -1.0% |
| 30D | -1.3% | -9.3% | +7.9% | +0.8% |
| 3M | +5.2% | +7.1% | -1.9% | +3.4% |
| 6M | +9.4% | +21.7% | -12.4% | +4.2% |
| YTD | +12.7% | +28.7% | -16.0% | +5.8% |
| 1Y | +19.3% | +13.9% | +5.4% | +14.7% |
| 3Y | +66.3% | +232.2% | -165.8% | +19.2% |
| 5Y | +53.4% | +176.4% | -123.0% | +10.1% |
| 10Y | +144.4% | +1,072.4% | -928.0% | +10.9% |
| All | +387.6% | +4,434.5% | -4,046.9% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling