+212.6%
IEFA vs WTW
+372.7%
-160.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.6% | -5.7% | +4.2% | +0.4% |
| 30D | -1.5% | -7.3% | +5.8% | +0.9% |
| 3M | +3.4% | +21.5% | -18.0% | -3.8% |
| 6M | +9.5% | +9.6% | -0.1% | +4.8% |
| YTD | +13.0% | -3.3% | +16.3% | +12.5% |
| 1Y | +18.0% | -6.1% | +24.1% | +18.5% |
| 3Y | +65.4% | +61.8% | +3.5% | +31.2% |
| 5Y | +51.6% | +42.7% | +8.9% | +24.8% |
| 10Y | +146.7% | +197.2% | -50.5% | +41.8% |
| All | +212.6% | +372.7% | -160.1% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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