+366.0%
WDC vs IEF
-2.7%
+368.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.8% |
| 7D | -4.3% | -1.3% | -3.0% | -3.2% |
| 30D | -1.5% | -1.7% | +0.3% | -0.1% |
| 3M | -15.5% | -2.5% | -13.0% | -13.4% |
| 6M | +66.5% | -3.3% | +69.7% | +70.2% |
| YTD | +159.9% | -2.8% | +162.7% | +170.8% |
| 1Y | +366.0% | -2.7% | +368.7% | +389.4% |
| All | +366.0% | -2.7% | +368.7% | +389.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling