+366.0%
WDC vs IEFA
+18.9%
+347.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -5.2% |
| 7D | -4.3% | -1.6% | -2.7% | -1.0% |
| 30D | -1.5% | -1.5% | 0.0% | +1.7% |
| 3M | -15.5% | +3.4% | -18.9% | -20.9% |
| 6M | +66.5% | +9.5% | +57.0% | +40.9% |
| YTD | +159.9% | +13.0% | +146.8% | +102.6% |
| 1Y | +366.0% | +18.0% | +347.9% | +226.5% |
| All | +366.0% | +18.9% | +347.1% | +226.5% |
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