+4.8%
EFX vs WPM
+214.5%
-209.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -0.8% | -3.6% | +2.8% | -0.5% |
| 30D | +25.1% | +1.4% | +23.7% | +24.7% |
| 3M | +1.7% | -0.2% | +1.8% | +1.4% |
| 6M | +18.4% | -7.3% | +25.7% | +18.9% |
| YTD | -12.5% | +12.3% | -24.9% | -14.6% |
| 1Y | -8.1% | +24.9% | -33.0% | -11.6% |
| 3Y | +4.8% | +210.4% | -205.6% | -19.2% |
| All | +4.8% | +214.5% | -209.7% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling