+146.5%
IEFA vs WM
+303.2%
-156.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.8% |
| 7D | -0.5% | -1.2% | +0.7% | 0.0% |
| 30D | -1.1% | -4.5% | +3.4% | +0.5% |
| 3M | +5.1% | -2.2% | +7.3% | +5.4% |
| 6M | +9.3% | -11.5% | +20.8% | +13.5% |
| YTD | +13.0% | -0.7% | +13.6% | +11.9% |
| 1Y | +19.2% | +0.3% | +18.8% | +17.2% |
| 3Y | +67.0% | +44.2% | +22.8% | +38.1% |
| 5Y | +51.1% | +51.6% | -0.5% | +20.2% |
| 10Y | +146.5% | +310.4% | -163.9% | +34.1% |
| All | +146.5% | +303.2% | -156.7% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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