+209.4%
IEFA vs WY
+32.4%
+177.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | 0.0% |
| 7D | -2.4% | -3.7% | +1.3% | -1.2% |
| 30D | -2.1% | -11.3% | +9.2% | +1.8% |
| 3M | +5.5% | -8.1% | +13.7% | +8.1% |
| 6M | +8.1% | -7.4% | +15.6% | +10.2% |
| YTD | +11.9% | -4.7% | +16.6% | +12.6% |
| 1Y | +18.1% | -9.2% | +27.3% | +20.5% |
| 3Y | +65.5% | -24.7% | +90.2% | +77.3% |
| 5Y | +50.1% | -21.6% | +71.6% | +56.3% |
| 10Y | +144.2% | +6.7% | +137.6% | +110.6% |
| All | +209.4% | +32.4% | +177.1% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling