+1,188.5%
WDC vs IEF
+3.8%
+1,184.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.1% |
| 7D | -4.3% | -1.3% | -3.0% | -5.3% |
| 30D | -1.5% | -1.7% | +0.3% | -2.7% |
| 3M | -15.5% | -2.5% | -13.0% | -17.0% |
| 6M | +66.5% | -3.3% | +69.7% | +62.0% |
| YTD | +159.9% | -2.8% | +162.7% | +154.0% |
| 1Y | +366.0% | -2.7% | +368.7% | +356.0% |
| 3Y | +1,285.8% | +8.9% | +1,276.9% | +1,388.9% |
| 5Y | +925.6% | -9.4% | +935.0% | +671.8% |
| All | +1,188.5% | +3.8% | +1,184.8% | +1,232.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling