+13,770.1%
WDC vs EFA
+375.7%
+13,394.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.2% |
| 7D | +12.1% | +2.2% | +9.8% | +9.5% |
| 30D | -18.8% | +1.4% | -20.2% | -19.6% |
| 3M | -39.3% | -4.2% | -35.1% | -36.0% |
| 6M | -40.1% | +1.9% | -42.0% | -40.4% |
| YTD | +71.8% | +10.2% | +61.6% | +58.6% |
| 1Y | +88.5% | +12.8% | +75.7% | +69.9% |
| 3Y | +770.0% | +65.2% | +704.8% | +418.6% |
| 5Y | +549.0% | +49.8% | +499.2% | +341.6% |
| 10Y | +650.3% | +145.2% | +505.1% | +228.3% |
| All | +13,770.1% | +375.7% | +13,394.4% | +2,681.7% |
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