+306.4%
WM vs EFX
+44.5%
+262.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.1% | +0.2% |
| 7D | -0.3% | -8.6% | +8.3% | +1.7% |
| 30D | -2.4% | +0.1% | -2.5% | -2.6% |
| 3M | +0.4% | +3.8% | -3.4% | -0.8% |
| 6M | -9.5% | -13.5% | +4.0% | -7.2% |
| YTD | +0.5% | -17.7% | +18.2% | +3.8% |
| 1Y | -1.1% | -25.6% | +24.5% | +4.3% |
| 3Y | +46.0% | -12.1% | +58.1% | +43.6% |
| 5Y | +51.8% | -33.8% | +85.6% | +57.9% |
| All | +306.4% | +44.5% | +262.0% | +227.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling