+39.7%
EFX vs WPM
+558.4%
-518.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.3% |
| 7D | -4.5% | -0.6% | -4.0% | -4.5% |
| 30D | -6.1% | +14.4% | -20.5% | -7.9% |
| 3M | +6.2% | +37.0% | -30.8% | +1.6% |
| 6M | -11.2% | +4.1% | -15.3% | -12.3% |
| YTD | -21.4% | +31.7% | -53.1% | -25.4% |
| 1Y | -34.3% | +44.2% | -78.5% | -38.7% |
| 3Y | -12.5% | +265.5% | -278.0% | -30.6% |
| 5Y | -35.6% | +262.5% | -298.1% | -49.7% |
| All | +39.7% | +558.4% | -518.7% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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