-30.8%
EFX vs WAB
+47.7%
-78.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.2% |
| 3M | +1.5% | +9.4% | -7.9% | 0.0% |
| 6M | -13.7% | +13.8% | -27.5% | -16.1% |
| YTD | -21.9% | +31.8% | -53.6% | -27.5% |
| 1Y | -30.8% | +48.5% | -79.3% | -38.1% |
| All | -30.8% | +47.7% | -78.5% | -38.1% |
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