+206.8%
IEFA vs WM
+894.0%
-687.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +1.1% | -0.5% | +1.5% | +1.2% |
| 30D | +1.2% | +13.3% | -12.1% | -3.6% |
| 3M | -3.4% | +4.4% | -7.7% | -5.2% |
| 6M | +2.0% | +10.8% | -8.8% | -2.8% |
| YTD | +11.0% | +9.1% | +1.9% | +5.8% |
| 1Y | +15.2% | +19.1% | -3.9% | +5.8% |
| 3Y | +68.4% | +45.7% | +22.7% | +38.8% |
| 5Y | +48.4% | +60.4% | -12.0% | +15.2% |
| 10Y | +146.4% | +328.7% | -182.3% | +17.1% |
| All | +206.8% | +894.0% | -687.2% | -1.8% |
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