+306.4%
WM vs IEF
+4.0%
+302.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -2.4% | -0.8% | -1.6% | -2.5% |
| 3M | +0.4% | -1.0% | +1.4% | +0.3% |
| 6M | -9.5% | -2.8% | -6.7% | -9.8% |
| YTD | +0.5% | -1.5% | +2.0% | +0.3% |
| 1Y | -1.1% | -0.4% | -0.7% | -1.1% |
| 3Y | +46.0% | +9.7% | +36.4% | +48.4% |
| 5Y | +51.8% | -8.3% | +60.1% | +38.2% |
| All | +306.4% | +4.0% | +302.5% | +295.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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