+511.0%
EFX vs WPM
+5,967.5%
-5,456.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -6.2% |
| 7D | -8.6% | +1.1% | -9.7% | -8.8% |
| 30D | +0.1% | +26.4% | -26.2% | -2.6% |
| 3M | +3.8% | +20.8% | -17.0% | +1.3% |
| 6M | -13.5% | +1.1% | -14.6% | -14.2% |
| YTD | -17.7% | +32.5% | -50.1% | -21.2% |
| 1Y | -25.6% | +51.5% | -77.1% | -30.0% |
| 3Y | -12.1% | +267.0% | -279.1% | -26.2% |
| 5Y | -33.8% | +250.1% | -283.9% | -44.6% |
| 10Y | +45.1% | +540.4% | -495.2% | +10.2% |
| All | +511.0% | +5,967.5% | -5,456.5% | +228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling