+65.2%
IEFA vs W
+38.0%
+27.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -0.5% | +5.9% | -6.4% | -1.0% |
| 30D | -1.1% | -3.0% | +1.9% | -0.9% |
| 3M | +5.1% | +40.3% | -35.3% | +0.5% |
| 6M | +9.3% | +32.2% | -22.9% | +4.8% |
| YTD | +13.0% | -0.3% | +13.2% | +10.8% |
| 1Y | +19.2% | +16.2% | +3.0% | +14.4% |
| All | +65.2% | +38.0% | +27.2% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling