+2,250.9%
WDC vs IEFA
+211.8%
+2,039.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +2.6% |
| 7D | +7.5% | -0.5% | +7.9% | +8.1% |
| 30D | +10.1% | -1.1% | +11.2% | +11.7% |
| 3M | -6.8% | +5.1% | -11.9% | -12.2% |
| 6M | +84.1% | +9.3% | +74.8% | +65.5% |
| YTD | +180.3% | +13.0% | +167.3% | +142.7% |
| 1Y | +411.1% | +19.2% | +391.9% | +313.3% |
| 3Y | +1,375.0% | +67.0% | +1,308.0% | +656.2% |
| 5Y | +991.6% | +51.1% | +940.5% | +554.6% |
| 10Y | +1,309.1% | +146.5% | +1,162.6% | +384.6% |
| All | +2,250.9% | +211.8% | +2,039.0% | +500.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling