+204.4%
IEFA vs WEC
+394.6%
-190.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +2.2% | +2.3% | -0.1% | +1.6% |
| 30D | +1.1% | +11.1% | -10.0% | -1.6% |
| 3M | -4.3% | +8.4% | -12.7% | -6.3% |
| 6M | +1.4% | +7.5% | -6.1% | -0.7% |
| YTD | +10.1% | +15.3% | -5.3% | +5.8% |
| 1Y | +12.9% | +9.7% | +3.2% | +9.9% |
| 3Y | +65.8% | +64.7% | +1.1% | +44.2% |
| 5Y | +47.7% | +57.3% | -9.6% | +29.1% |
| 10Y | +146.8% | +195.9% | -49.1% | +79.1% |
| All | +204.4% | +394.6% | -190.3% | +76.1% |
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