+38.9%
EFX vs WCC
+518.6%
-479.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.7% |
| 7D | -11.1% | +1.7% | -12.8% | -11.6% |
| 30D | -7.4% | -6.1% | -1.3% | -6.4% |
| 3M | +1.5% | +3.1% | -1.6% | -0.8% |
| 6M | -13.7% | +28.2% | -41.9% | -21.1% |
| YTD | -21.9% | +41.1% | -62.9% | -30.7% |
| 1Y | -30.8% | +61.3% | -92.1% | -41.2% |
| 3Y | -12.4% | +123.6% | -136.0% | -34.9% |
| 5Y | -35.9% | +214.8% | -250.7% | -57.8% |
| All | +38.9% | +518.6% | -479.7% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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