+215.7%
IEFA vs WWD
+1,022.0%
-806.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | 0.0% |
| 7D | +1.2% | +0.8% | +0.4% | +0.9% |
| 30D | -0.6% | -6.4% | +5.8% | +1.2% |
| 3M | +6.2% | -5.6% | +11.8% | +7.3% |
| 6M | +11.2% | -9.1% | +20.3% | +13.2% |
| YTD | +14.2% | +12.5% | +1.7% | +8.7% |
| 1Y | +20.0% | +41.3% | -21.3% | +6.2% |
| 3Y | +68.8% | +170.2% | -101.4% | +19.5% |
| 5Y | +52.7% | +192.5% | -139.8% | +3.2% |
| 10Y | +144.2% | +476.9% | -332.7% | +23.6% |
| All | +215.7% | +1,022.0% | -806.3% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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