+1,048.4%
EFX vs WCN
+8,080.5%
-7,032.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.8% | +2.6% | -3.4% | -1.5% |
| 30D | +25.1% | +23.9% | +1.2% | +18.2% |
| 3M | +1.7% | +17.4% | -15.8% | -2.5% |
| 6M | +18.4% | +28.0% | -9.6% | +11.0% |
| YTD | -12.5% | +11.6% | -24.1% | -15.0% |
| 1Y | -8.1% | +16.9% | -24.9% | -11.7% |
| 3Y | +4.8% | +51.6% | -46.8% | -5.8% |
| 5Y | -30.1% | +48.0% | -78.1% | -36.8% |
| 10Y | +81.5% | +322.6% | -241.1% | +30.3% |
| All | +1,048.4% | +8,080.5% | -7,032.1% | +514.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling