+189.8%
EFA vs WU
-21.6%
+211.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.4% |
| 7D | +1.2% | -0.8% | +2.0% | +1.5% |
| 30D | -0.7% | -1.1% | +0.4% | -0.5% |
| 3M | +6.4% | -1.8% | +8.2% | +5.2% |
| 6M | +11.4% | -23.9% | +35.3% | +21.0% |
| YTD | +14.0% | -20.4% | +34.4% | +21.2% |
| 1Y | +20.2% | -10.6% | +30.8% | +21.0% |
| 3Y | +68.2% | -27.7% | +95.9% | +79.5% |
| 5Y | +54.8% | -51.1% | +105.9% | +88.6% |
| 10Y | +142.4% | -40.7% | +183.1% | +157.0% |
| All | +189.8% | -21.6% | +211.4% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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