+1,285.8%
WDC vs IEFA
+65.7%
+1,220.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -4.6% |
| 7D | -4.3% | -1.6% | -2.7% | -1.9% |
| 30D | -1.5% | -1.5% | 0.0% | +0.9% |
| 3M | -15.5% | +3.4% | -18.9% | -19.4% |
| 6M | +66.5% | +9.5% | +57.0% | +46.9% |
| YTD | +159.9% | +13.0% | +146.8% | +120.9% |
| 1Y | +366.0% | +18.0% | +347.9% | +274.8% |
| 3Y | +1,285.8% | +65.4% | +1,220.5% | +608.2% |
| All | +1,285.8% | +65.7% | +1,220.1% | +608.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling