+395.7%
EFA vs WWD
+3,443.9%
-3,048.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.2% |
| 7D | +0.6% | +1.3% | -0.7% | +0.2% |
| 30D | +0.9% | -7.2% | +8.0% | +3.0% |
| 3M | +4.9% | -3.8% | +8.7% | +5.4% |
| 6M | +8.6% | -9.9% | +18.5% | +10.9% |
| YTD | +14.6% | +14.8% | -0.2% | +8.3% |
| 1Y | +22.6% | +42.1% | -19.4% | +7.9% |
| 3Y | +66.5% | +170.8% | -104.3% | +17.2% |
| 5Y | +54.5% | +197.5% | -143.0% | +3.4% |
| 10Y | +144.8% | +477.8% | -333.0% | +22.6% |
| All | +395.7% | +3,443.9% | -3,048.2% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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