+257.4%
WDAY vs IEFA
+215.2%
+42.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.3% |
| 7D | -6.1% | +1.2% | -7.3% | -7.1% |
| 30D | +3.7% | -0.6% | +4.3% | +4.3% |
| 3M | +29.6% | +6.2% | +23.4% | +21.4% |
| 6M | +23.3% | +11.2% | +12.2% | +8.6% |
| YTD | -13.3% | +14.2% | -27.4% | -26.3% |
| 1Y | -19.6% | +20.0% | -39.7% | -35.3% |
| 3Y | -25.7% | +68.8% | -94.5% | -58.9% |
| 5Y | -31.6% | +52.7% | -84.2% | -57.6% |
| 10Y | +109.9% | +144.2% | -34.3% | -19.9% |
| All | +257.4% | +215.2% | +42.2% | +26.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling