+1,188.5%
WDC vs EFA
+146.6%
+1,042.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -4.5% |
| 7D | -4.3% | -1.5% | -2.8% | -2.1% |
| 30D | -1.5% | -1.7% | +0.2% | +1.0% |
| 3M | -15.5% | +3.5% | -19.0% | -19.1% |
| 6M | +66.5% | +9.5% | +57.0% | +47.8% |
| YTD | +159.9% | +12.9% | +147.0% | +122.4% |
| 1Y | +366.0% | +18.2% | +347.8% | +274.4% |
| 3Y | +1,285.8% | +64.8% | +1,221.0% | +580.5% |
| 5Y | +925.6% | +53.9% | +871.7% | +470.3% |
| All | +1,188.5% | +146.6% | +1,042.0% | +300.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling