+1,188.5%
WDC vs IEFA
+148.3%
+1,040.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -4.5% |
| 7D | -4.3% | -1.6% | -2.7% | -2.0% |
| 30D | -1.5% | -1.5% | 0.0% | +0.7% |
| 3M | -15.5% | +3.4% | -18.9% | -19.1% |
| 6M | +66.5% | +9.5% | +57.0% | +47.7% |
| YTD | +159.9% | +13.0% | +146.8% | +121.7% |
| 1Y | +366.0% | +18.0% | +347.9% | +274.9% |
| 3Y | +1,285.8% | +65.4% | +1,220.5% | +577.0% |
| 5Y | +925.6% | +51.6% | +874.0% | +484.0% |
| All | +1,188.5% | +148.3% | +1,040.2% | +296.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling