+957.1%
WDC vs IEFA
+48.7%
+908.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.0% |
| 7D | +4.4% | -2.4% | +6.8% | +8.4% |
| 30D | +5.3% | -2.1% | +7.4% | +8.7% |
| 3M | -5.9% | +5.5% | -11.5% | -12.3% |
| 6M | +73.2% | +8.1% | +65.1% | +57.3% |
| YTD | +167.8% | +11.9% | +155.9% | +133.5% |
| 1Y | +386.0% | +18.1% | +367.9% | +295.2% |
| 3Y | +1,309.7% | +65.5% | +1,244.2% | +622.1% |
| 5Y | +957.1% | +50.1% | +907.0% | +534.0% |
| All | +957.1% | +48.7% | +908.4% | +534.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling