+13.4%
IEFA vs WM
+20.3%
-7.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.5% |
| 7D | +1.1% | +1.2% | 0.0% | +1.3% |
| 30D | +0.7% | +13.7% | -13.0% | +2.9% |
| 3M | -3.4% | +5.2% | -8.6% | -2.7% |
| 6M | +1.5% | +11.2% | -9.7% | +3.0% |
| YTD | +10.4% | +9.4% | +1.0% | +10.8% |
| 1Y | +13.4% | +20.4% | -7.0% | +13.5% |
| All | +13.4% | +20.3% | -7.0% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling