+62.1%
IEFA vs WM
+47.1%
+14.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -1.6% | +1.2% | -2.8% | -1.6% |
| 30D | -1.5% | +13.1% | -14.5% | -2.2% |
| 3M | -5.2% | +3.6% | -8.8% | -5.4% |
| 6M | -1.6% | +8.1% | -9.7% | -2.4% |
| YTD | +7.7% | +8.9% | -1.2% | +6.2% |
| 1Y | +12.2% | +20.3% | -8.1% | +8.5% |
| 3Y | +62.1% | +46.2% | +15.9% | +55.6% |
| All | +62.1% | +47.1% | +14.9% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling