+53.9%
WM vs IEF
-8.0%
+61.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -2.4% | -0.8% | -1.6% | -2.2% |
| 3M | +0.4% | -1.0% | +1.4% | +0.6% |
| 6M | -9.5% | -2.8% | -6.7% | -9.0% |
| YTD | +0.5% | -1.5% | +2.0% | +0.8% |
| 1Y | -1.1% | -0.4% | -0.7% | -1.0% |
| 3Y | +46.0% | +9.7% | +36.4% | +43.3% |
| All | +53.9% | -8.0% | +61.9% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling