+39.7%
EFX vs WCN
+235.9%
-196.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -4.5% | -3.1% | -1.4% | -2.6% |
| 30D | -6.1% | -3.4% | -2.7% | -3.9% |
| 3M | +6.2% | +3.0% | +3.2% | +4.6% |
| 6M | -11.2% | -3.8% | -7.5% | -9.2% |
| YTD | -21.4% | -8.3% | -13.1% | -17.3% |
| 1Y | -34.3% | -9.7% | -24.6% | -30.2% |
| 3Y | -12.5% | +17.2% | -29.7% | -21.8% |
| 5Y | -35.6% | +25.3% | -60.8% | -45.6% |
| All | +39.7% | +235.9% | -196.2% | -27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling