+43.6%
IEFA vs SW
-2.6%
+46.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.7% |
| 7D | -1.6% | +2.3% | -3.9% | -1.9% |
| 30D | -1.5% | +6.8% | -8.2% | -2.3% |
| 3M | -5.2% | -5.2% | 0.0% | -4.7% |
| 6M | -1.6% | +7.4% | -9.0% | -2.9% |
| YTD | +7.7% | +17.4% | -9.7% | +4.8% |
| 1Y | +12.2% | +27.1% | -14.9% | +8.1% |
| 3Y | +62.1% | +47.9% | +14.2% | +52.2% |
| All | +43.6% | -2.6% | +46.2% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 5y: compounded portfolio wealth divided by compounded SW 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…
5y analysis · Full analysis span regression · 6 months rolling