+417.4%
WDC vs IEFA
+23.1%
+394.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.7% | +5.6% |
| 7D | +1.7% | +0.6% | +1.2% | +0.3% |
| 30D | -10.0% | +1.0% | -11.0% | -12.2% |
| 3M | -18.8% | +4.7% | -23.5% | -25.5% |
| 6M | +79.0% | +8.6% | +70.5% | +55.2% |
| YTD | +171.6% | +14.8% | +156.7% | +106.3% |
| 1Y | +417.4% | +22.6% | +394.8% | +236.4% |
| All | +417.4% | +23.1% | +394.3% | +236.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling