Weights Estimated By Ibbotson Attribution software, Assuming 3-Yr
Rolling horizon
U.S. LT Gvt TR (E)U.S. 30 Day TBill TR (E)Wilshire Large Value TR (E)Wilshire Small Growth TR (E)Wilshire Small Value TR (E)Wilshire Large Growth TR (E)MSCI EAFE TR (E)R Squared (E)
Overall Style27.2339.460.005.725.3812.319.9078.28
Mar 198529.643.850.0025.7216.610.0024.1897.43
Jun 198530.473.450.0024.4417.910.0023.7395.64
Sep 198528.466.980.0026.2115.470.0022.8794.46
Dec 198533.196.940.0027.617.370.0024.8993.76
Mar 198617.1731.720.0012.3823.030.0015.7091.74
Jun 198611.3238.680.009.6428.600.0011.7690.55
Sep 198615.3038.510.000.0027.597.0911.5192.12
Dec 19867.8137.020.000.0042.970.0012.2094.09
Mar 198720.4442.210.000.0016.2510.9810.1390.58
Jun 198720.8245.160.000.0013.159.2011.6992.18
Sep 198717.8959.230.000.002.9515.544.3998.58
Dec 198720.8358.170.006.190.758.535.5496.93
Mar 198825.3462.510.0011.470.000.000.6893.99
Jun 198825.3262.520.0011.530.000.000.6394.06
Sep 198826.6660.870.009.640.001.591.2494.19
Dec 198826.8560.020.0011.590.000.001.5492.63
Mar 198926.7060.250.0011.570.000.001.4990.52
Jun 198930.5055.190.0011.340.000.002.9782.59
Sep 198926.1959.130.0010.000.000.004.6880.66
Dec 198925.3158.361.575.980.000.008.7980.92
Mar 199025.0359.100.007.970.000.007.9079.40
Jun 199027.5454.484.333.610.000.0010.0482.49
Sep 199028.8853.050.002.906.200.008.9784.81
Dec 199036.1643.540.009.491.120.009.6989.80
Mar 199116.7246.0318.564.340.006.298.0599.33
Jun 199117.4247.2413.938.170.005.028.2199.25
Sep 199117.4447.4111.917.750.007.148.3599.08
Dec 199121.2146.0111.0110.940.001.529.3199.05
Mar 199222.7545.765.0110.341.274.7910.0898.77
Jun 199224.0645.073.9610.200.006.5610.1598.80
Sep 199225.7031.0530.570.000.0010.472.2198.98
Dec 199221.7635.2227.780.000.2211.523.5097.81
Mar 199321.8736.1325.730.000.0011.364.9297.62
Jun 199323.0936.1420.740.002.0611.876.1097.37
Sep 199318.5139.9818.720.000.0014.348.4597.56
Dec 199318.0034.0321.170.003.5614.448.7994.79
Mar 199415.7037.0019.910.002.1115.309.9794.30
Jun 199420.8733.0419.750.003.5015.127.7194.06
Sep 199424.7633.9413.500.006.9313.777.1094.54
Dec 199421.2637.4722.850.000.0014.164.2793.69
Mar 199514.3933.6416.320.0013.1911.0611.4086.91
Jun 199512.4730.4721.580.009.0113.6312.8487.97
Sep 19959.900.007.002.298.4738.2934.0498.69
Dec 199514.140.000.231.3212.0938.5733.6698.53
Mar 199618.670.006.040.002.6138.7333.9596.87
Jun 199614.380.0010.020.000.0040.4835.1296.19
Sep 199614.450.009.880.000.0040.5335.1496.20
Dec 199616.222.785.800.0011.0234.0130.1893.55
Mar 199714.3113.048.300.0021.6024.0218.7293.30
Jun 199713.8115.418.730.0021.9022.7817.3791.02
Sep 199713.4233.8513.300.0025.265.278.9090.86