+3,961.0%
EFX vs WWD
+14,767.1%
-10,806.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | -3.6% | +8.2% | -11.8% | -5.6% |
| 30D | +25.3% | -0.2% | +25.5% | +24.8% |
| 3M | +3.8% | -8.4% | +12.2% | +5.4% |
| 6M | +12.7% | -9.5% | +22.2% | +13.9% |
| YTD | -13.1% | +10.1% | -23.2% | -17.6% |
| 1Y | -9.3% | +21.6% | -30.9% | -16.4% |
| 3Y | +3.5% | +149.6% | -146.0% | -22.4% |
| 5Y | -30.6% | +191.3% | -221.9% | -50.5% |
| 10Y | +80.2% | +455.2% | -375.0% | +3.2% |
| All | +3,961.0% | +14,767.1% | -10,806.1% | +1,406.2% |
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