+482.1%
WWD vs EFV
+169.9%
+312.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.1% |
| 7D | -2.6% | -0.8% | -1.8% | -1.6% |
| 30D | -6.9% | +0.6% | -7.6% | -7.6% |
| 3M | -13.0% | +7.5% | -20.6% | -20.7% |
| 6M | -12.5% | +13.0% | -25.5% | -24.4% |
| YTD | +11.8% | +18.3% | -6.5% | -8.8% |
| 1Y | +41.1% | +26.7% | +14.3% | +6.1% |
| 3Y | +163.1% | +89.6% | +73.5% | +18.2% |
| 5Y | +187.6% | +98.2% | +89.4% | +20.5% |
| All | +482.1% | +169.9% | +312.2% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling