+39.7%
EFX vs WY
+7.6%
+32.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | -4.5% | -4.2% | -0.4% | -2.7% |
| 30D | -6.1% | -10.1% | +4.0% | -1.5% |
| 3M | +6.2% | -8.5% | +14.7% | +10.3% |
| 6M | -11.2% | -3.3% | -7.9% | -10.3% |
| YTD | -21.4% | -4.4% | -17.0% | -20.6% |
| 1Y | -34.3% | -11.5% | -22.8% | -31.4% |
| 3Y | -12.5% | -24.3% | +11.8% | -2.5% |
| 5Y | -35.6% | -21.3% | -14.3% | -29.0% |
| All | +39.7% | +7.6% | +32.1% | +27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling