+144.6%
IEFA vs WCN
+235.9%
-91.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.6% | -3.1% | +1.5% | -0.4% |
| 30D | -1.5% | -3.4% | +1.9% | -0.2% |
| 3M | +3.4% | +3.0% | +0.4% | +1.7% |
| 6M | +9.5% | -3.8% | +13.2% | +10.2% |
| YTD | +13.0% | -8.3% | +21.4% | +15.7% |
| 1Y | +18.0% | -9.7% | +27.8% | +21.4% |
| 3Y | +65.4% | +17.2% | +48.2% | +49.3% |
| 5Y | +51.6% | +25.3% | +26.3% | +30.5% |
| All | +144.6% | +235.9% | -91.3% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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