+215.7%
IEFA vs WEC
+346.6%
-131.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.8% |
| 7D | +1.2% | +0.8% | +0.3% | +1.0% |
| 30D | -0.6% | +0.3% | -0.9% | -0.7% |
| 3M | +6.2% | -2.9% | +9.1% | +6.8% |
| 6M | +11.2% | -5.9% | +17.1% | +12.6% |
| YTD | +14.2% | +4.1% | +10.0% | +12.6% |
| 1Y | +20.0% | +3.1% | +16.9% | +18.6% |
| 3Y | +68.8% | +40.8% | +28.0% | +52.8% |
| 5Y | +52.7% | +31.7% | +21.0% | +39.5% |
| 10Y | +144.2% | +141.1% | +3.1% | +87.4% |
| All | +215.7% | +346.6% | -131.0% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling