+1,006.1%
WDC vs EFV
+94.7%
+911.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +2.3% |
| 7D | +7.5% | -0.5% | +8.0% | +8.1% |
| 30D | +10.1% | 0.0% | +10.0% | +9.8% |
| 3M | -6.8% | +8.4% | -15.2% | -16.5% |
| 6M | +84.1% | +12.3% | +71.8% | +58.4% |
| YTD | +180.3% | +17.4% | +162.9% | +129.5% |
| 1Y | +411.1% | +27.1% | +384.0% | +278.8% |
| 3Y | +1,375.0% | +90.7% | +1,284.3% | +541.5% |
| All | +1,006.1% | +94.7% | +911.4% | +373.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling