+113.2%
WDC vs EFX
-7.5%
+120.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.4% | -9.2% | -5.3% |
| 7D | -18.3% | +9.2% | -27.5% | -13.3% |
| 30D | -26.7% | +34.8% | -61.5% | -10.8% |
| 3M | -40.9% | +8.8% | -49.8% | -37.4% |
| 6M | -26.8% | +12.3% | -39.1% | -17.2% |
| YTD | +88.2% | -10.6% | +98.8% | +100.6% |
| 1Y | +113.2% | -6.7% | +119.9% | +127.7% |
| All | +113.2% | -7.5% | +120.7% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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