-7.5%
WBD vs IEFA
+211.8%
-219.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | +0.3% |
| 7D | -1.7% | -0.5% | -1.2% | -1.2% |
| 30D | +3.9% | -1.1% | +5.0% | +5.0% |
| 3M | +5.1% | +5.1% | 0.0% | -0.6% |
| 6M | +0.6% | +9.3% | -8.7% | -9.5% |
| YTD | -3.2% | +13.0% | -16.1% | -16.2% |
| 1Y | +127.7% | +19.2% | +108.5% | +85.8% |
| 3Y | +146.6% | +67.0% | +79.6% | +45.0% |
| 5Y | +4.2% | +51.1% | -46.9% | -31.5% |
| 10Y | +13.7% | +146.5% | -132.8% | -52.5% |
| All | -7.5% | +211.8% | -219.3% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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