+212.3%
IEFA vs WCC
+476.8%
-264.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -0.5% | +6.8% | -7.3% | -2.0% |
| 30D | -1.1% | -3.0% | +1.9% | -0.6% |
| 3M | +5.1% | +0.2% | +4.9% | +4.4% |
| 6M | +9.3% | +33.2% | -23.8% | +1.1% |
| YTD | +13.0% | +45.8% | -32.9% | +1.9% |
| 1Y | +19.2% | +68.4% | -49.2% | +3.4% |
| 3Y | +67.0% | +131.1% | -64.1% | +28.0% |
| 5Y | +51.1% | +225.6% | -174.5% | +1.5% |
| 10Y | +146.5% | +534.2% | -387.7% | +22.1% |
| All | +212.3% | +476.8% | -264.5% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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