+52.7%
EFA vs WY
-22.2%
+74.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -1.5% | -4.2% | +2.6% | -0.2% |
| 30D | -1.7% | -10.1% | +8.4% | +1.7% |
| 3M | +3.5% | -8.5% | +12.0% | +6.0% |
| 6M | +9.5% | -3.3% | +12.8% | +9.9% |
| YTD | +12.9% | -4.4% | +17.3% | +13.3% |
| 1Y | +18.2% | -11.5% | +29.7% | +21.7% |
| 3Y | +64.8% | -24.3% | +89.2% | +76.3% |
| All | +52.7% | -22.2% | +74.9% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling