+65.4%
IEFA vs WEC
+39.2%
+26.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | -1.5% | -2.6% | +1.1% | -1.1% |
| 3M | +3.4% | -6.0% | +9.4% | +4.3% |
| 6M | +9.5% | -5.4% | +14.9% | +10.2% |
| YTD | +13.0% | +2.5% | +10.6% | +12.1% |
| 1Y | +18.0% | -0.7% | +18.7% | +17.7% |
| 3Y | +65.4% | +38.7% | +26.6% | +54.0% |
| All | +65.4% | +39.2% | +26.2% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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