+4.8%
EFX vs WU
-23.0%
+27.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.2% |
| 7D | -0.8% | -2.0% | +1.3% | 0.0% |
| 30D | +25.1% | +11.4% | +13.7% | +20.2% |
| 3M | +1.7% | -6.8% | +8.5% | +3.9% |
| 6M | +18.4% | -14.6% | +33.0% | +23.7% |
| YTD | -12.5% | -20.6% | +8.1% | -6.4% |
| 1Y | -8.1% | -15.4% | +7.3% | -3.9% |
| 3Y | +4.8% | -23.6% | +28.4% | +13.9% |
| All | +4.8% | -23.0% | +27.8% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling