+1,697.8%
WM vs IEF
+127.0%
+1,570.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | -0.2% |
| 7D | +1.2% | -0.2% | +1.3% | +1.1% |
| 30D | +13.7% | +1.8% | +11.9% | +14.8% |
| 3M | +5.2% | -1.2% | +6.4% | +4.4% |
| 6M | +11.2% | -2.5% | +13.7% | +9.5% |
| YTD | +9.4% | -2.5% | +11.9% | +7.8% |
| 1Y | +20.4% | -2.3% | +22.7% | +18.8% |
| 3Y | +44.7% | +11.3% | +33.4% | +54.8% |
| 5Y | +58.5% | -7.6% | +66.1% | +46.1% |
| 10Y | +326.4% | +7.3% | +319.1% | +348.8% |
| All | +1,697.8% | +127.0% | +1,570.7% | +4,033.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling