+46.5%
WM vs EFX
+5.0%
+41.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.8% | -2.0% | +2.7% | +1.1% |
| 30D | +13.8% | +27.9% | -14.1% | +9.3% |
| 3M | +6.4% | +3.8% | +2.5% | +5.3% |
| 6M | +13.2% | +13.0% | +0.2% | +10.5% |
| YTD | +10.8% | -12.4% | +23.1% | +11.5% |
| 1Y | +20.2% | -10.4% | +30.6% | +20.6% |
| All | +46.5% | +5.0% | +41.5% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling