+39.7%
EFX vs WU
-39.1%
+78.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -4.5% | -3.5% | -1.1% | -3.2% |
| 30D | -6.1% | -2.9% | -3.1% | -4.9% |
| 3M | +6.2% | -2.3% | +8.5% | +6.0% |
| 6M | -11.2% | -25.4% | +14.2% | -1.2% |
| YTD | -21.4% | -21.2% | -0.2% | -14.6% |
| 1Y | -34.3% | -8.9% | -25.5% | -33.4% |
| 3Y | -12.5% | -29.0% | +16.5% | -3.4% |
| 5Y | -35.6% | -50.7% | +15.2% | -18.9% |
| All | +39.7% | -39.1% | +78.8% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling