-8.1%
EFX vs WWD
+21.4%
-29.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -0.8% | +4.0% | -4.7% | -0.5% |
| 30D | +25.1% | +0.4% | +24.7% | +25.2% |
| 3M | +1.7% | -7.9% | +9.6% | +1.3% |
| 6M | +18.4% | -10.6% | +29.0% | +17.4% |
| YTD | -12.5% | +9.4% | -21.9% | -11.6% |
| 1Y | -8.1% | +25.7% | -33.8% | -10.3% |
| All | -8.1% | +21.4% | -29.5% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling