+387.6%
EFA vs WY
+137.3%
+250.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -0.5% | -1.7% | +1.2% | +0.2% |
| 30D | -1.3% | -9.9% | +8.5% | +2.9% |
| 3M | +5.2% | -7.5% | +12.7% | +8.0% |
| 6M | +9.4% | -5.1% | +14.5% | +10.8% |
| YTD | +12.7% | -2.1% | +14.8% | +12.3% |
| 1Y | +19.3% | -7.3% | +26.6% | +21.2% |
| 3Y | +66.3% | -22.6% | +89.0% | +78.5% |
| 5Y | +53.4% | -19.8% | +73.1% | +58.7% |
| 10Y | +144.4% | +9.6% | +134.9% | +96.8% |
| All | +387.6% | +137.3% | +250.2% | +123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling