+22.6%
IEFA vs WPM
+53.7%
-31.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +0.6% | +1.1% | -0.5% | +0.4% |
| 30D | +1.0% | +26.4% | -25.3% | -3.5% |
| 3M | +4.7% | +20.8% | -16.1% | +0.4% |
| 6M | +8.6% | +1.1% | +7.5% | +6.0% |
| YTD | +14.8% | +32.5% | -17.6% | +8.9% |
| 1Y | +22.6% | +51.5% | -28.9% | +14.1% |
| All | +22.6% | +53.7% | -31.1% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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