+642.9%
WDC vs EFV
+163.3%
+479.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -5.5% |
| 7D | +12.1% | +2.5% | +9.5% | +8.4% |
| 30D | -18.8% | +2.9% | -21.7% | -21.9% |
| 3M | -39.3% | -1.4% | -37.9% | -38.4% |
| 6M | -40.1% | +5.5% | -45.7% | -44.5% |
| YTD | +71.8% | +16.1% | +55.7% | +41.3% |
| 1Y | +88.5% | +20.3% | +68.2% | +47.9% |
| 3Y | +770.0% | +90.4% | +679.6% | +259.1% |
| 5Y | +549.0% | +93.5% | +455.6% | +165.0% |
| All | +642.9% | +163.3% | +479.5% | +117.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling