+2,816.7%
WWD vs EFV
+256.4%
+2,560.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.2% |
| 7D | +0.8% | +1.0% | -0.2% | -0.3% |
| 30D | -6.4% | +0.2% | -6.6% | -6.6% |
| 3M | -5.6% | +9.6% | -15.2% | -15.3% |
| 6M | -9.1% | +14.0% | -23.1% | -21.7% |
| YTD | +12.5% | +18.5% | -5.9% | -7.4% |
| 1Y | +41.3% | +27.9% | +13.4% | +6.8% |
| 3Y | +170.2% | +92.4% | +77.8% | +25.5% |
| 5Y | +192.5% | +97.2% | +95.3% | +30.7% |
| 10Y | +476.9% | +163.0% | +313.9% | +94.9% |
| All | +2,816.7% | +256.4% | +2,560.3% | +625.6% |
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 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