+296.4%
WBD vs EFX
+490.9%
-194.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +1.1% |
| 7D | -0.7% | -7.8% | +7.1% | +3.2% |
| 30D | +5.0% | -5.7% | +10.7% | +7.6% |
| 3M | +6.2% | +2.5% | +3.7% | +2.9% |
| 6M | +0.6% | -16.7% | +17.3% | +7.1% |
| YTD | -2.4% | -20.2% | +17.8% | +4.7% |
| 1Y | +127.7% | -31.4% | +159.1% | +163.6% |
| 3Y | +148.4% | -10.5% | +158.9% | +146.0% |
| 5Y | +4.2% | -35.2% | +39.4% | +18.1% |
| 10Y | +10.8% | +40.2% | -29.4% | -25.6% |
| All | +296.4% | +490.9% | -194.6% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling