-36.6%
EFX vs WWD
+191.3%
-227.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -9.4% | +0.6% | -10.0% | -9.5% |
| 30D | -6.9% | -5.1% | -1.8% | -5.8% |
| 3M | +0.1% | -11.2% | +11.4% | +2.4% |
| 6M | -17.3% | -12.0% | -5.3% | -15.6% |
| YTD | -21.8% | +12.0% | -33.8% | -27.2% |
| 1Y | -32.5% | +42.8% | -75.3% | -43.1% |
| 3Y | -12.3% | +168.9% | -181.3% | -45.5% |
| 5Y | -36.6% | +192.2% | -228.8% | -64.7% |
| All | -36.6% | +191.3% | -227.9% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling