+17.0%
IEFA vs WSM
+44.0%
-27.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.5% | -4.0% | +1.0% |
| 7D | +1.9% | +8.0% | -6.1% | +0.1% |
| 30D | +1.4% | +13.5% | -12.1% | -1.5% |
| 3M | -1.4% | +8.8% | -10.2% | -3.4% |
| 6M | +6.3% | +54.7% | -48.4% | -4.8% |
| YTD | +11.9% | +53.3% | -41.4% | +0.3% |
| 1Y | +17.0% | +41.1% | -24.1% | +6.3% |
| All | +17.0% | +44.0% | -27.0% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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