+2,430.1%
WAB vs EFV
+258.8%
+2,171.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.9% |
| 7D | -3.2% | +1.5% | -4.7% | -4.6% |
| 30D | -4.4% | +1.7% | -6.2% | -6.1% |
| 3M | +7.9% | +8.6% | -0.8% | -0.6% |
| 6M | +8.7% | +11.7% | -3.0% | -2.4% |
| YTD | +33.0% | +19.3% | +13.7% | +11.9% |
| 1Y | +46.7% | +30.2% | +16.4% | +13.4% |
| 3Y | +153.0% | +91.6% | +61.4% | +33.5% |
| 5Y | +222.3% | +96.4% | +125.9% | +66.1% |
| 10Y | +291.0% | +166.5% | +124.5% | +53.9% |
| All | +2,430.1% | +258.8% | +2,171.3% | +607.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling