+6,258.3%
EFX vs WSM
+34,818.5%
-28,560.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.1% |
| 7D | -7.8% | +2.6% | -10.4% | -8.3% |
| 30D | -5.7% | -9.5% | +3.8% | -4.1% |
| 3M | +2.5% | +12.9% | -10.4% | +0.3% |
| 6M | -16.7% | +23.0% | -39.7% | -19.8% |
| YTD | -20.2% | +28.9% | -49.1% | -23.9% |
| 1Y | -31.4% | +13.7% | -45.0% | -33.3% |
| 3Y | -10.5% | +232.6% | -243.1% | -29.2% |
| 5Y | -35.2% | +185.9% | -221.1% | -48.3% |
| 10Y | +40.2% | +998.6% | -958.5% | -14.6% |
| All | +6,258.3% | +34,818.5% | -28,560.2% | +2,232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling