-25.6%
EFX vs WY
-4.5%
-21.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -6.7% |
| 7D | -8.6% | -1.7% | -6.9% | -8.0% |
| 30D | +0.1% | -10.1% | +10.2% | +4.2% |
| 3M | +3.8% | -5.1% | +9.0% | +5.8% |
| 6M | -13.5% | -4.8% | -8.7% | -12.2% |
| YTD | -17.7% | -0.2% | -17.4% | -19.6% |
| 1Y | -25.6% | -6.6% | -19.0% | -23.2% |
| All | -25.6% | -4.5% | -21.0% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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