+50.4%
IEFA vs WY
-22.2%
+72.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -1.6% | -4.2% | +2.6% | -0.2% |
| 30D | -1.5% | -10.1% | +8.6% | +1.9% |
| 3M | +3.4% | -8.5% | +11.9% | +5.9% |
| 6M | +9.5% | -3.3% | +12.8% | +9.9% |
| YTD | +13.0% | -4.4% | +17.4% | +13.5% |
| 1Y | +18.0% | -11.5% | +29.5% | +21.5% |
| 3Y | +65.4% | -24.3% | +89.7% | +77.0% |
| All | +50.4% | -22.2% | +72.7% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling