+261.5%
WAB vs EFV
+163.3%
+98.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.2% |
| 7D | +5.1% | +2.5% | +2.5% | +2.4% |
| 30D | +4.0% | +2.9% | +1.1% | +0.9% |
| 3M | +0.1% | -1.4% | +1.5% | +1.5% |
| 6M | +12.8% | +5.5% | +7.3% | +6.2% |
| YTD | +40.1% | +16.1% | +24.0% | +18.9% |
| 1Y | +46.4% | +20.3% | +26.1% | +19.7% |
| 3Y | +167.4% | +90.4% | +76.9% | +31.3% |
| 5Y | +215.0% | +93.5% | +121.5% | +51.6% |
| All | +261.5% | +163.3% | +98.2% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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