+916.1%
WDC vs EFA
+52.4%
+863.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +48.3% |
| YTD | +159.9% | +12.9% | +147.0% | +123.6% |
| 1Y | +366.0% | +18.2% | +347.8% | +277.9% |
| 3Y | +1,285.8% | +64.8% | +1,221.0% | +612.4% |
| All | +916.1% | +52.4% | +863.7% | +491.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling