+46.2%
WM vs IEF
+11.8%
+34.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +13.1% | +3.1% | +10.0% | +12.4% |
| 3M | +3.6% | -0.8% | +4.4% | +3.6% |
| 6M | +8.1% | -2.0% | +10.1% | +8.3% |
| YTD | +8.9% | -1.9% | +10.8% | +9.1% |
| 1Y | +20.3% | -1.8% | +22.1% | +20.5% |
| 3Y | +46.2% | +12.0% | +34.1% | +44.5% |
| All | +46.2% | +11.8% | +34.4% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling