-35.9%
EFX vs WSM
+171.2%
-207.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.5% |
| 7D | -11.1% | +0.4% | -11.6% | -11.3% |
| 30D | -7.4% | -10.7% | +3.3% | -4.3% |
| 3M | +1.5% | +8.5% | -7.0% | -1.1% |
| 6M | -13.7% | +19.6% | -33.3% | -18.5% |
| YTD | -21.9% | +26.6% | -48.5% | -27.7% |
| 1Y | -30.8% | +12.0% | -42.7% | -33.9% |
| 3Y | -12.4% | +226.6% | -239.0% | -44.8% |
| 5Y | -35.9% | +174.1% | -210.1% | -60.3% |
| All | -35.9% | +171.2% | -207.1% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling