+222.3%
WAB vs EFV
+94.1%
+128.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | -0.2% | -2.0% | +1.8% | +1.7% |
| 30D | -5.9% | -0.2% | -5.7% | -5.7% |
| 3M | +9.4% | +9.1% | +0.2% | +0.6% |
| 6M | +13.8% | +11.7% | +2.1% | +2.5% |
| YTD | +31.8% | +17.0% | +14.7% | +13.4% |
| 1Y | +48.5% | +26.7% | +21.8% | +18.7% |
| 3Y | +167.0% | +90.2% | +76.8% | +43.8% |
| 5Y | +222.3% | +96.1% | +126.2% | +67.5% |
| All | +222.3% | +94.1% | +128.2% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling