+6,258.3%
EFX vs WY
+676.8%
+5,581.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.6% | -2.6% |
| 7D | -7.8% | -2.1% | -5.8% | -7.2% |
| 30D | -5.7% | -10.5% | +4.8% | -1.9% |
| 3M | +2.5% | -4.9% | +7.4% | +4.2% |
| 6M | -16.7% | -4.9% | -11.8% | -15.4% |
| YTD | -20.2% | -1.7% | -18.5% | -20.2% |
| 1Y | -31.4% | -9.4% | -22.0% | -29.4% |
| 3Y | -10.5% | -22.3% | +11.8% | -2.9% |
| 5Y | -35.2% | -20.5% | -14.7% | -30.0% |
| 10Y | +40.2% | +4.9% | +35.2% | +28.1% |
| All | +6,258.3% | +676.8% | +5,581.5% | +2,813.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling