+328.7%
WM vs EFX
+63.8%
+264.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -0.5% | -2.2% | +1.7% | 0.0% |
| 30D | +13.3% | +29.2% | -15.9% | +6.7% |
| 3M | +4.4% | +3.5% | +0.9% | +3.2% |
| 6M | +10.8% | +7.8% | +3.0% | +8.1% |
| YTD | +9.1% | -12.4% | +21.5% | +10.8% |
| 1Y | +19.1% | -8.2% | +27.4% | +19.6% |
| 3Y | +45.7% | +4.7% | +41.0% | +37.0% |
| 5Y | +60.4% | -32.0% | +92.5% | +66.2% |
| 10Y | +328.7% | +69.1% | +259.7% | +230.0% |
| All | +328.7% | +63.8% | +264.9% | +230.0% |
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