-6.7%
EFX vs WCN
+16.1%
-22.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +0.4% |
| 7D | +9.2% | +6.7% | +2.5% | +4.3% |
| 30D | +34.8% | +24.3% | +10.5% | +15.7% |
| 3M | +8.8% | +16.1% | -7.3% | -2.2% |
| 6M | +12.3% | +19.9% | -7.6% | -0.2% |
| YTD | -10.6% | +10.1% | -20.7% | -16.9% |
| 1Y | -6.7% | +14.4% | -21.2% | -15.7% |
| All | -6.7% | +16.1% | -22.8% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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