+113.2%
WDC vs EFV
+25.8%
+87.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.1% | -9.9% | -11.8% |
| 7D | -18.3% | +2.9% | -21.2% | -22.4% |
| 30D | -26.7% | +3.6% | -30.3% | -31.2% |
| 3M | -40.9% | -0.1% | -40.8% | -41.4% |
| 6M | -26.8% | +9.6% | -36.4% | -39.3% |
| YTD | +88.2% | +17.0% | +71.2% | +36.0% |
| 1Y | +113.2% | +25.7% | +87.5% | +33.3% |
| All | +113.2% | +25.8% | +87.4% | +33.3% |
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