+343.5%
WMB vs IEFA
+217.0%
+126.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.6% | +0.6% | 0.0% | -0.1% |
| 30D | +3.3% | +1.0% | +2.2% | +2.0% |
| 3M | +3.1% | +4.7% | -1.6% | -2.2% |
| 6M | -0.7% | +8.6% | -9.3% | -10.1% |
| YTD | +25.2% | +14.8% | +10.3% | +6.4% |
| 1Y | +32.9% | +22.6% | +10.2% | +5.2% |
| 3Y | +140.6% | +67.0% | +73.6% | +33.3% |
| 5Y | +273.5% | +52.3% | +221.2% | +125.6% |
| 10Y | +334.2% | +147.3% | +186.9% | +38.7% |
| All | +343.5% | +217.0% | +126.5% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling