+255.9%
EFV vs WSM
+1,565.3%
-1,309.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +1.0% | +2.6% | -1.6% | +0.4% |
| 30D | +0.2% | -9.5% | +9.7% | +2.4% |
| 3M | +9.6% | +12.9% | -3.3% | +6.3% |
| 6M | +14.0% | +23.0% | -9.0% | +8.2% |
| YTD | +18.5% | +28.9% | -10.5% | +10.9% |
| 1Y | +27.9% | +13.7% | +14.2% | +22.9% |
| 3Y | +92.4% | +232.6% | -140.2% | +35.9% |
| 5Y | +97.2% | +185.9% | -88.7% | +38.0% |
| 10Y | +163.0% | +998.6% | -835.6% | +15.2% |
| All | +255.9% | +1,565.3% | -1,309.4% | +5.0% |
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