+197.8%
IEFA vs WM
+892.5%
-694.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | 0.0% |
| 7D | -1.6% | +1.2% | -2.8% | -2.0% |
| 30D | -1.5% | +13.1% | -14.5% | -6.1% |
| 3M | -5.2% | +3.6% | -8.8% | -6.7% |
| 6M | -1.6% | +8.1% | -9.7% | -5.3% |
| YTD | +7.7% | +8.9% | -1.2% | +2.8% |
| 1Y | +12.2% | +20.3% | -8.1% | +2.5% |
| 3Y | +62.1% | +46.2% | +15.9% | +33.3% |
| 5Y | +43.7% | +59.9% | -16.2% | +11.7% |
| 10Y | +142.7% | +345.6% | -202.9% | +13.1% |
| All | +197.8% | +892.5% | -694.7% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling