+65.4%
IEFA vs WPM
+267.3%
-201.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.6% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | -1.5% | +14.4% | -15.9% | -4.2% |
| 3M | +3.4% | +37.0% | -33.6% | -3.2% |
| 6M | +9.5% | +4.1% | +5.4% | +7.2% |
| YTD | +13.0% | +31.7% | -18.7% | +5.7% |
| 1Y | +18.0% | +44.2% | -26.2% | +8.0% |
| 3Y | +65.4% | +265.5% | -200.1% | +25.0% |
| All | +65.4% | +267.3% | -201.9% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling