+113.2%
WDC vs EFA
+16.9%
+96.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.6% | -9.3% | -11.9% |
| 7D | -18.3% | +2.0% | -20.3% | -21.9% |
| 30D | -26.7% | +1.6% | -28.3% | -29.2% |
| 3M | -40.9% | -1.5% | -39.5% | -39.4% |
| 6M | -26.8% | +6.6% | -33.4% | -35.2% |
| YTD | +88.2% | +11.8% | +76.3% | +45.7% |
| 1Y | +113.2% | +16.9% | +96.3% | +49.4% |
| All | +113.2% | +16.9% | +96.3% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling