+26.5%
WWD vs EFV
+25.8%
+0.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -5.2% |
| 7D | +7.3% | +2.9% | +4.5% | +4.0% |
| 30D | -2.0% | +3.6% | -5.6% | -5.7% |
| 3M | -12.6% | -0.1% | -12.5% | -12.4% |
| 6M | -8.4% | +9.6% | -18.0% | -18.9% |
| YTD | +8.2% | +17.0% | -8.7% | -15.8% |
| 1Y | +26.5% | +25.7% | +0.9% | -13.6% |
| All | +26.5% | +25.8% | +0.7% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling