+62.1%
WM vs EFV
+92.5%
-30.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.2% | +0.7% | +0.5% | +1.0% |
| 30D | +15.2% | +2.0% | +13.2% | +14.6% |
| 3M | +8.3% | -1.6% | +10.0% | +8.7% |
| 6M | +13.1% | +5.8% | +7.4% | +11.3% |
| YTD | +12.5% | +15.6% | -3.1% | +7.3% |
| 1Y | +21.8% | +19.0% | +2.8% | +15.0% |
| 3Y | +48.8% | +90.7% | -41.9% | +19.3% |
| All | +62.1% | +92.5% | -30.5% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling