+324.8%
WM vs EFV
+161.2%
+163.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +0.8% | -1.0% | +1.8% | +1.2% |
| 30D | +13.8% | +3.1% | +10.7% | +12.2% |
| 3M | +6.4% | -1.2% | +7.6% | +6.9% |
| 6M | +13.2% | +5.6% | +7.6% | +9.9% |
| YTD | +10.8% | +15.8% | -5.0% | +2.1% |
| 1Y | +20.2% | +20.0% | +0.2% | +8.7% |
| 3Y | +46.5% | +91.0% | -44.5% | +2.7% |
| 5Y | +61.3% | +93.7% | -32.4% | +10.7% |
| 10Y | +324.8% | +160.9% | +163.8% | +150.8% |
| All | +324.8% | +161.2% | +163.6% | +150.8% |
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