+349.8%
WELL vs IEFA
+148.3%
+201.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.9% |
| 7D | -0.2% | -1.6% | +1.3% | +1.1% |
| 30D | +2.3% | -1.5% | +3.8% | +3.6% |
| 3M | +12.3% | +3.4% | +8.9% | +8.5% |
| 6M | +15.6% | +9.5% | +6.1% | +5.3% |
| YTD | +28.3% | +13.0% | +15.3% | +13.1% |
| 1Y | +41.9% | +18.0% | +23.9% | +20.0% |
| 3Y | +198.3% | +65.4% | +133.0% | +77.8% |
| 5Y | +206.4% | +51.6% | +154.9% | +98.7% |
| All | +349.8% | +148.3% | +201.4% | +76.3% |
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