+3,749.5%
EFX vs WWD
+15,408.5%
-11,659.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.4% | -6.6% |
| 7D | -8.6% | +1.3% | -9.9% | -8.9% |
| 30D | +0.1% | -7.2% | +7.3% | +1.8% |
| 3M | +3.8% | -3.8% | +7.7% | +4.0% |
| 6M | -13.5% | -9.9% | -3.6% | -12.3% |
| YTD | -17.7% | +14.8% | -32.5% | -22.3% |
| 1Y | -25.6% | +42.1% | -67.6% | -33.9% |
| 3Y | -12.1% | +170.8% | -182.9% | -35.1% |
| 5Y | -33.8% | +197.5% | -231.3% | -52.9% |
| 10Y | +45.1% | +477.8% | -432.7% | -17.4% |
| All | +3,749.5% | +15,408.5% | -11,659.1% | +1,319.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling