+144.6%
IEFA vs W
+158.6%
-14.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -1.5% | -4.2% | +2.8% | -1.1% |
| 3M | +3.4% | +26.9% | -23.5% | +0.2% |
| 6M | +9.5% | +31.2% | -21.8% | +5.2% |
| YTD | +13.0% | -1.8% | +14.9% | +11.3% |
| 1Y | +18.0% | +9.3% | +8.7% | +14.3% |
| 3Y | +65.4% | +33.2% | +32.2% | +50.0% |
| 5Y | +51.6% | -62.4% | +114.0% | +44.0% |
| All | +144.6% | +158.6% | -14.0% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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