+302.9%
WM vs EFV
+163.3%
+139.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -0.9% | +1.0% | -1.9% | -1.4% |
| 30D | -4.3% | +0.2% | -4.5% | -4.4% |
| 3M | +0.8% | +9.6% | -8.9% | -3.8% |
| 6M | -10.8% | +14.0% | -24.8% | -16.8% |
| YTD | -0.1% | +18.5% | -18.5% | -8.8% |
| 1Y | +1.0% | +27.9% | -26.9% | -11.5% |
| 3Y | +45.1% | +92.4% | -47.3% | +1.4% |
| 5Y | +52.1% | +97.2% | -45.1% | +3.6% |
| 10Y | +302.9% | +163.0% | +139.9% | +125.1% |
| All | +302.9% | +163.3% | +139.6% | +125.1% |
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