+209.4%
IEFA vs GWW
+673.3%
-463.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.4% | -3.1% | +0.7% | -1.5% |
| 30D | -2.1% | -2.3% | +0.2% | -1.5% |
| 3M | +5.5% | -3.3% | +8.9% | +6.3% |
| 6M | +8.1% | +15.4% | -7.3% | +3.2% |
| YTD | +11.9% | +26.7% | -14.8% | +3.6% |
| 1Y | +18.1% | +29.0% | -10.9% | +8.6% |
| 3Y | +65.5% | +89.0% | -23.5% | +33.8% |
| 5Y | +50.1% | +221.8% | -171.7% | +1.2% |
| 10Y | +144.2% | +562.7% | -418.4% | +28.4% |
| All | +209.4% | +673.3% | -463.9% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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