+22,525.7%
WDC vs EFA
+386.6%
+22,139.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +2.3% |
| 7D | +7.5% | -0.5% | +7.9% | +8.0% |
| 30D | +10.1% | -1.3% | +11.4% | +11.8% |
| 3M | -6.8% | +5.2% | -12.0% | -11.2% |
| 6M | +84.1% | +9.4% | +74.8% | +69.4% |
| YTD | +180.3% | +12.7% | +167.5% | +151.0% |
| 1Y | +411.1% | +19.3% | +391.8% | +331.5% |
| 3Y | +1,375.0% | +66.3% | +1,308.7% | +768.9% |
| 5Y | +991.6% | +53.4% | +938.2% | +620.7% |
| 10Y | +1,309.1% | +144.4% | +1,164.6% | +513.6% |
| All | +22,525.7% | +386.6% | +22,139.1% | +4,302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling