+916.1%
WDC vs EFX
-36.2%
+952.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -4.3% | -4.5% | +0.2% | -3.6% |
| 30D | -1.5% | -6.1% | +4.6% | -0.8% |
| 3M | -15.5% | +6.2% | -21.7% | -19.0% |
| 6M | +66.5% | -11.2% | +77.7% | +67.3% |
| YTD | +159.9% | -21.4% | +181.3% | +168.5% |
| 1Y | +366.0% | -34.3% | +400.3% | +417.6% |
| 3Y | +1,285.8% | -12.5% | +1,298.3% | +1,194.7% |
| All | +916.1% | -36.2% | +952.3% | +904.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling