-30.7%
EFX vs WU
-43.8%
+13.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 6M | +18.4% | -14.6% | +33.0% | +24.0% |
| YTD | -12.5% | -20.6% | +8.1% | -6.2% |
| 1Y | -8.1% | -15.4% | +7.3% | -3.8% |
| 3Y | +4.8% | -23.6% | +28.4% | +12.1% |
| All | -30.7% | -43.8% | +13.1% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling