+38.9%
EFX vs WAB
+292.7%
-253.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -11.1% | -0.2% | -10.9% | -11.1% |
| 30D | -7.4% | -5.9% | -1.5% | -5.4% |
| 3M | +1.5% | +9.4% | -7.9% | -2.6% |
| 6M | -13.7% | +13.8% | -27.5% | -18.8% |
| YTD | -21.9% | +31.8% | -53.6% | -30.6% |
| 1Y | -30.8% | +48.5% | -79.3% | -41.4% |
| 3Y | -12.4% | +167.0% | -179.3% | -40.7% |
| 5Y | -35.9% | +222.3% | -258.3% | -59.5% |
| All | +38.9% | +292.7% | -253.8% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling