+212.3%
IEFA vs WAB
+617.3%
-405.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | -1.1% | -4.6% | +3.5% | +0.4% |
| 3M | +5.1% | +5.6% | -0.6% | +2.8% |
| 6M | +9.3% | +13.8% | -4.5% | +4.2% |
| YTD | +13.0% | +31.9% | -18.9% | +2.5% |
| 1Y | +19.2% | +48.3% | -29.1% | +3.9% |
| 3Y | +67.0% | +167.1% | -100.2% | +18.6% |
| 5Y | +51.1% | +222.9% | -171.8% | -0.1% |
| 10Y | +146.5% | +289.9% | -143.4% | +38.1% |
| All | +212.3% | +617.3% | -405.0% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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