+428.1%
WMT vs IEFA
+148.3%
+279.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | 0.0% | -1.6% | +1.6% | +0.6% |
| 30D | -7.4% | -1.5% | -5.9% | -6.9% |
| 3M | -10.9% | +3.4% | -14.3% | -12.1% |
| 6M | -12.7% | +9.5% | -22.2% | -16.1% |
| YTD | -3.2% | +13.0% | -16.3% | -8.3% |
| 1Y | +5.3% | +18.0% | -12.7% | -2.2% |
| 3Y | +101.9% | +65.4% | +36.5% | +61.9% |
| 5Y | +134.6% | +51.6% | +83.0% | +93.8% |
| All | +428.1% | +148.3% | +279.7% | +260.5% |
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