+38.9%
EFX vs WWD
+490.2%
-451.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.4% |
| 7D | -11.1% | -2.9% | -8.3% | -10.4% |
| 30D | -7.4% | -6.6% | -0.8% | -5.7% |
| 3M | +1.5% | -9.3% | +10.8% | +3.4% |
| 6M | -13.7% | -13.6% | -0.1% | -11.2% |
| YTD | -21.9% | +10.4% | -32.2% | -26.4% |
| 1Y | -30.8% | +39.9% | -70.7% | -40.2% |
| 3Y | -12.4% | +165.0% | -177.4% | -40.3% |
| 5Y | -35.9% | +183.8% | -219.7% | -58.3% |
| All | +38.9% | +490.2% | -451.4% | -26.9% |
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