+1,394.6%
WDC vs EFX
-12.7%
+1,407.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +0.9% |
| 7D | +7.5% | -9.4% | +16.8% | +6.9% |
| 30D | +10.1% | -6.9% | +16.9% | +9.7% |
| 3M | -6.8% | +0.1% | -6.9% | -7.5% |
| 6M | +84.1% | -17.3% | +101.5% | +88.4% |
| YTD | +180.3% | -21.8% | +202.1% | +189.2% |
| 1Y | +411.1% | -32.5% | +443.6% | +451.7% |
| All | +1,394.6% | -12.7% | +1,407.3% | +1,559.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling