+285.0%
WMB vs IEFA
+51.0%
+234.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | 0.0% | -0.5% | +0.4% | +0.2% |
| 30D | +4.6% | -1.1% | +5.7% | +5.1% |
| 3M | +5.7% | +5.1% | +0.7% | +2.8% |
| 6M | +4.2% | +9.3% | -5.1% | -1.3% |
| YTD | +26.8% | +13.0% | +13.9% | +17.5% |
| 1Y | +34.7% | +19.2% | +15.5% | +20.8% |
| 3Y | +146.8% | +67.0% | +79.8% | +78.7% |
| 5Y | +285.0% | +51.1% | +233.9% | +185.9% |
| All | +285.0% | +51.0% | +234.0% | +185.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling