+86.4%
WY vs EFV
+256.4%
-169.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.8% |
| 7D | -2.1% | +1.0% | -3.0% | -3.0% |
| 30D | -10.5% | +0.2% | -10.7% | -10.6% |
| 3M | -4.9% | +9.6% | -14.5% | -13.4% |
| 6M | -4.9% | +14.0% | -19.0% | -17.0% |
| YTD | -1.7% | +18.5% | -20.1% | -17.6% |
| 1Y | -9.4% | +27.9% | -37.3% | -29.7% |
| 3Y | -22.3% | +92.4% | -114.7% | -60.1% |
| 5Y | -20.5% | +97.2% | -117.7% | -60.5% |
| 10Y | +4.9% | +163.0% | -158.1% | -58.9% |
| All | +86.4% | +256.4% | -169.9% | -42.8% |
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 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