-52.1%
WU vs EFV
+95.9%
-148.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.2% |
| 7D | -3.5% | -0.8% | -2.7% | -2.9% |
| 30D | -2.9% | +0.6% | -3.6% | -3.4% |
| 3M | -2.3% | +7.5% | -9.8% | -7.4% |
| 6M | -25.4% | +13.0% | -38.4% | -32.3% |
| YTD | -21.2% | +18.3% | -39.5% | -31.3% |
| 1Y | -8.9% | +26.7% | -35.6% | -25.0% |
| 3Y | -29.0% | +89.6% | -118.5% | -58.1% |
| All | -52.1% | +95.9% | -148.0% | -72.8% |
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 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