+144.6%
IEFA vs WU
-39.1%
+183.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -1.6% | -3.5% | +1.9% | -0.6% |
| 30D | -1.5% | -2.9% | +1.4% | -0.8% |
| 3M | +3.4% | -2.3% | +5.7% | +2.7% |
| 6M | +9.5% | -25.4% | +34.9% | +17.2% |
| YTD | +13.0% | -21.2% | +34.2% | +18.7% |
| 1Y | +18.0% | -8.9% | +26.9% | +17.9% |
| 3Y | +65.4% | -29.0% | +94.3% | +75.0% |
| 5Y | +51.6% | -50.7% | +102.3% | +77.6% |
| All | +144.6% | -39.1% | +183.7% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling