-36.6%
EFX vs WAB
+224.0%
-260.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.4% |
| 7D | -9.4% | +0.2% | -9.6% | -9.5% |
| 30D | -6.9% | -4.6% | -2.3% | -4.9% |
| 3M | +0.1% | +5.6% | -5.5% | -3.8% |
| 6M | -17.3% | +13.8% | -31.1% | -24.3% |
| YTD | -21.8% | +31.9% | -53.7% | -34.3% |
| 1Y | -32.5% | +48.3% | -80.8% | -47.2% |
| 3Y | -12.3% | +167.1% | -179.5% | -53.3% |
| 5Y | -36.6% | +222.9% | -259.5% | -70.5% |
| All | -36.6% | +224.0% | -260.6% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling