+417.4%
WDC vs EFA
+23.1%
+394.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.7% | +5.6% |
| 7D | +1.7% | +0.6% | +1.2% | +0.3% |
| 30D | -10.0% | +0.9% | -10.8% | -11.8% |
| 3M | -18.8% | +4.9% | -23.6% | -25.6% |
| 6M | +79.0% | +8.6% | +70.5% | +54.9% |
| YTD | +171.6% | +14.6% | +156.9% | +106.9% |
| 1Y | +417.4% | +22.6% | +394.8% | +233.8% |
| All | +417.4% | +23.1% | +394.2% | +233.8% |
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