+113.2%
WDC vs IEFA
+17.0%
+96.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.5% | -9.3% | -11.8% |
| 7D | -18.3% | +1.9% | -20.2% | -21.7% |
| 30D | -26.7% | +1.4% | -28.1% | -28.9% |
| 3M | -40.9% | -1.4% | -39.5% | -39.6% |
| 6M | -26.8% | +6.3% | -33.1% | -34.9% |
| YTD | +88.2% | +11.9% | +76.3% | +44.6% |
| 1Y | +113.2% | +17.0% | +96.2% | +47.3% |
| All | +113.2% | +17.0% | +96.2% | +47.3% |
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