+292.2%
WAB vs EFV
+169.9%
+122.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | -0.1% |
| 7D | +0.1% | -0.8% | +0.9% | +1.0% |
| 30D | -4.1% | +0.6% | -4.7% | -4.7% |
| 3M | +8.2% | +7.5% | +0.6% | 0.0% |
| 6M | +15.4% | +13.0% | +2.4% | +1.1% |
| YTD | +33.1% | +18.3% | +14.8% | +11.0% |
| 1Y | +48.1% | +26.7% | +21.3% | +14.7% |
| 3Y | +167.7% | +89.6% | +78.2% | +32.6% |
| 5Y | +225.7% | +98.2% | +127.5% | +53.2% |
| All | +292.2% | +169.9% | +122.4% | +38.8% |
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