-10.5%
EFX vs WWD
+164.2%
-174.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.8% |
| 7D | -7.8% | +0.8% | -8.6% | -7.9% |
| 30D | -5.7% | -6.4% | +0.7% | -4.9% |
| 3M | +2.5% | -5.6% | +8.1% | +2.5% |
| 6M | -16.7% | -9.1% | -7.6% | -16.2% |
| YTD | -20.2% | +12.5% | -32.7% | -24.0% |
| 1Y | -31.4% | +41.3% | -72.7% | -39.2% |
| 3Y | -10.5% | +170.2% | -180.7% | -41.0% |
| All | -10.5% | +164.2% | -174.7% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling