+215.7%
IEFA vs WPM
+379.0%
-163.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.2% | +7.0% | -5.9% | +0.3% |
| 30D | -0.6% | +15.7% | -16.3% | -2.6% |
| 3M | +6.2% | +35.2% | -29.0% | +1.8% |
| 6M | +11.2% | +6.1% | +5.1% | +9.6% |
| YTD | +14.2% | +32.6% | -18.4% | +9.2% |
| 1Y | +20.0% | +46.9% | -26.9% | +13.0% |
| 3Y | +68.8% | +276.3% | -207.5% | +41.1% |
| 5Y | +52.7% | +260.0% | -207.3% | +26.9% |
| 10Y | +144.2% | +508.5% | -364.3% | +90.0% |
| All | +215.7% | +379.0% | -163.3% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling