+17,158.5%
WDC vs IEF
+129.1%
+17,029.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.0% |
| 7D | +6.0% | +0.1% | +5.9% | +6.1% |
| 30D | +9.9% | -0.7% | +10.7% | +8.9% |
| 3M | -9.4% | -0.4% | -9.0% | -9.9% |
| 6M | +94.7% | -2.5% | +97.2% | +87.4% |
| YTD | +177.4% | -1.6% | +179.0% | +170.6% |
| 1Y | +412.6% | -1.3% | +413.9% | +402.5% |
| 3Y | +1,359.8% | +10.1% | +1,349.7% | +1,562.9% |
| 5Y | +992.6% | -8.3% | +1,000.9% | +797.8% |
| 10Y | +1,245.5% | +4.5% | +1,241.0% | +1,351.0% |
| All | +17,158.5% | +129.1% | +17,029.4% | +100,737.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling