+298.4%
WMB vs IEFA
+148.3%
+150.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -0.1% |
| 7D | -1.0% | -1.6% | +0.5% | +0.3% |
| 30D | -0.4% | -1.5% | +1.1% | +0.8% |
| 3M | +3.2% | +3.4% | -0.2% | -0.3% |
| 6M | +0.1% | +9.5% | -9.4% | -9.1% |
| YTD | +23.9% | +13.0% | +10.8% | +8.8% |
| 1Y | +27.6% | +18.0% | +9.6% | +7.4% |
| 3Y | +141.9% | +65.4% | +76.5% | +43.7% |
| 5Y | +273.8% | +51.6% | +222.2% | +140.7% |
| All | +298.4% | +148.3% | +150.1% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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