+1,188.5%
WDC vs EFV
+169.9%
+1,018.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -4.5% |
| 7D | -4.3% | -0.8% | -3.5% | -3.3% |
| 30D | -1.5% | +0.6% | -2.1% | -2.6% |
| 3M | -15.5% | +7.5% | -23.0% | -23.7% |
| 6M | +66.5% | +13.0% | +53.4% | +41.5% |
| YTD | +159.9% | +18.3% | +141.5% | +109.0% |
| 1Y | +366.0% | +26.7% | +339.2% | +241.9% |
| 3Y | +1,285.8% | +89.6% | +1,196.3% | +480.4% |
| 5Y | +925.6% | +98.2% | +827.3% | +308.6% |
| All | +1,188.5% | +169.9% | +1,018.7% | +286.5% |
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