-23.8%
WU vs EFV
+173.6%
-197.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.0% |
| 7D | -0.8% | +1.0% | -1.8% | -1.6% |
| 30D | -1.1% | +0.2% | -1.3% | -1.2% |
| 3M | -1.8% | +9.6% | -11.4% | -8.6% |
| 6M | -23.9% | +14.0% | -38.0% | -31.6% |
| YTD | -20.4% | +18.5% | -38.9% | -30.6% |
| 1Y | -10.6% | +27.9% | -38.5% | -26.6% |
| 3Y | -27.7% | +92.4% | -120.2% | -56.9% |
| 5Y | -51.1% | +97.2% | -148.3% | -71.4% |
| 10Y | -40.7% | +163.0% | -203.7% | -72.7% |
| All | -23.8% | +173.6% | -197.4% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling