+417.4%
WDC vs EFV
+30.7%
+386.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +6.0% | +6.1% |
| 7D | +1.7% | +1.5% | +0.3% | -1.3% |
| 30D | -10.0% | +1.7% | -11.7% | -13.3% |
| 3M | -18.8% | +8.6% | -27.4% | -30.8% |
| 6M | +79.0% | +11.7% | +67.4% | +45.1% |
| YTD | +171.6% | +19.3% | +152.3% | +97.9% |
| 1Y | +417.4% | +30.2% | +387.2% | +227.7% |
| All | +417.4% | +30.7% | +386.7% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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