-6.7%
EFX vs WAB
+46.5%
-53.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.4% |
| 7D | +9.2% | +4.5% | +4.7% | +9.3% |
| 30D | +34.8% | +1.1% | +33.7% | +34.9% |
| 3M | +8.8% | -1.3% | +10.1% | +9.0% |
| 6M | +12.3% | +12.7% | -0.4% | +11.1% |
| YTD | -10.6% | +38.7% | -49.3% | -18.2% |
| 1Y | -6.7% | +44.9% | -51.7% | -16.7% |
| All | -6.7% | +46.5% | -53.3% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling