+79.7%
EFX vs WWD
+439.4%
-359.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -0.8% | +4.0% | -4.7% | -1.9% |
| 30D | +25.1% | +0.4% | +24.7% | +24.3% |
| 3M | +1.7% | -7.9% | +9.6% | +3.3% |
| 6M | +18.4% | -10.6% | +29.0% | +20.1% |
| YTD | -12.5% | +9.4% | -21.9% | -18.0% |
| 1Y | -8.1% | +25.7% | -33.8% | -18.0% |
| 3Y | +4.8% | +148.5% | -143.8% | -27.7% |
| 5Y | -30.1% | +189.5% | -219.6% | -55.1% |
| All | +79.7% | +439.4% | -359.7% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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