+7.8%
WBD vs EFX
-37.1%
+44.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | -0.6% | -11.1% | +10.5% | +4.8% |
| 30D | +4.2% | -7.4% | +11.6% | +7.5% |
| 3M | +7.5% | +1.5% | +6.0% | +4.7% |
| 6M | +1.6% | -13.7% | +15.3% | +6.4% |
| YTD | -2.2% | -21.9% | +19.7% | +6.6% |
| 1Y | +124.9% | -30.8% | +155.7% | +161.7% |
| 3Y | +149.1% | -12.4% | +161.5% | +146.7% |
| 5Y | +7.8% | -35.9% | +43.8% | +6.8% |
| All | +7.8% | -37.1% | +44.9% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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