+293.4%
WBD vs EFA
+281.1%
+12.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.3% |
| 30D | +3.9% | -1.3% | +5.2% | +5.1% |
| 3M | +5.1% | +5.2% | -0.1% | +0.2% |
| 6M | +0.6% | +9.4% | -8.8% | -7.9% |
| YTD | -3.2% | +12.7% | -15.9% | -14.0% |
| 1Y | +127.7% | +19.3% | +108.4% | +92.3% |
| 3Y | +146.6% | +66.3% | +80.2% | +59.6% |
| 5Y | +4.2% | +53.4% | -49.2% | -26.2% |
| 10Y | +13.7% | +144.4% | -130.8% | -44.9% |
| All | +293.4% | +281.1% | +12.3% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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