+957.1%
WDC vs IEF
-9.3%
+966.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.4% |
| 7D | +4.4% | -1.2% | +5.6% | +4.4% |
| 30D | +5.3% | -1.5% | +6.8% | +5.3% |
| 3M | -5.9% | -1.7% | -4.2% | -5.9% |
| 6M | +73.2% | -3.5% | +76.8% | +73.0% |
| YTD | +167.8% | -2.6% | +170.5% | +167.8% |
| 1Y | +386.0% | -2.4% | +388.4% | +385.9% |
| 3Y | +1,309.7% | +8.9% | +1,300.8% | +1,307.4% |
| 5Y | +957.1% | -9.2% | +966.3% | +781.0% |
| All | +957.1% | -9.3% | +966.4% | +781.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling