+498.5%
EFX vs WU
-19.6%
+518.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -6.0% |
| 7D | -8.6% | -0.8% | -7.8% | -8.3% |
| 30D | +0.1% | -1.1% | +1.2% | +0.5% |
| 3M | +3.8% | -3.9% | +7.7% | +4.3% |
| 6M | -13.5% | -20.7% | +7.1% | -6.4% |
| YTD | -17.7% | -18.4% | +0.7% | -12.0% |
| 1Y | -25.6% | -8.1% | -17.5% | -24.7% |
| 3Y | -12.1% | -24.2% | +12.1% | -5.8% |
| 5Y | -33.8% | -50.4% | +16.6% | -17.8% |
| 10Y | +45.1% | -40.0% | +85.2% | +61.6% |
| All | +498.5% | -19.6% | +518.1% | +429.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling