+215.7%
IEFA vs WAT
+410.5%
-194.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | -0.6% | -1.0% | +0.4% | -0.4% |
| 3M | +6.2% | +10.9% | -4.7% | +2.8% |
| 6M | +11.2% | +33.2% | -22.0% | +1.4% |
| YTD | +14.2% | +6.1% | +8.1% | +10.6% |
| 1Y | +20.0% | +30.2% | -10.2% | +8.8% |
| 3Y | +68.8% | +52.9% | +15.9% | +38.8% |
| 5Y | +52.7% | -5.1% | +57.8% | +45.0% |
| 10Y | +144.2% | +152.6% | -8.4% | +54.0% |
| All | +215.7% | +410.5% | -194.8% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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