+1,689.3%
WM vs IEF
+128.4%
+1,560.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.3% |
| 30D | +13.1% | +3.1% | +10.0% | +15.0% |
| 3M | +3.6% | -0.8% | +4.4% | +3.0% |
| 6M | +8.1% | -2.0% | +10.1% | +6.8% |
| YTD | +8.9% | -1.9% | +10.8% | +7.7% |
| 1Y | +20.3% | -1.8% | +22.1% | +19.0% |
| 3Y | +46.2% | +12.0% | +34.1% | +57.0% |
| 5Y | +59.9% | -7.8% | +67.7% | +46.8% |
| 10Y | +345.6% | +4.8% | +340.8% | +358.8% |
| All | +1,689.3% | +128.4% | +1,560.9% | +4,027.6% |
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