+217.5%
IEFA vs WM
+815.9%
-598.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.6% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +1.0% | -2.4% | +3.4% | +1.9% |
| 3M | +4.7% | +0.4% | +4.3% | +3.9% |
| 6M | +8.6% | -9.5% | +18.1% | +11.9% |
| YTD | +14.8% | +0.5% | +14.3% | +13.2% |
| 1Y | +22.6% | -1.1% | +23.7% | +21.3% |
| 3Y | +67.0% | +46.0% | +21.0% | +36.6% |
| 5Y | +52.3% | +51.8% | +0.5% | +20.4% |
| 10Y | +147.3% | +307.5% | -160.2% | +19.6% |
| All | +217.5% | +815.9% | -598.4% | +5.0% |
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