-5.4%
EFX vs WETO
-99.3%
+93.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +0.8% |
| 7D | +8.1% | +4.5% | +3.6% | +8.1% |
| 30D | +36.0% | -17.7% | +53.8% | +35.9% |
| 3M | +9.6% | -83.1% | +92.7% | +10.3% |
| 6M | +14.7% | -98.3% | +113.1% | +16.5% |
| YTD | -9.9% | -99.0% | +89.2% | -7.1% |
| 1Y | -5.4% | -99.3% | +93.9% | -2.7% |
| All | -5.4% | -99.3% | +93.9% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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