-25.6%
EFX vs WSM
+19.9%
-45.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.1% | -8.5% | -6.9% |
| 7D | -8.6% | -3.3% | -5.4% | -7.8% |
| 30D | +0.1% | -8.4% | +8.5% | +2.5% |
| 3M | +3.8% | +9.7% | -5.8% | +1.5% |
| 6M | -13.5% | +16.7% | -30.2% | -17.2% |
| YTD | -17.7% | +28.7% | -46.3% | -21.8% |
| 1Y | -25.6% | +13.7% | -39.2% | -29.0% |
| All | -25.6% | +19.9% | -45.4% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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