+222.3%
WAB vs IFF
-35.8%
+258.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +0.1% | -3.2% | +3.3% | +1.1% |
| 30D | -4.1% | -0.3% | -3.8% | -4.0% |
| 3M | +8.2% | +8.4% | -0.3% | +4.9% |
| 6M | +15.4% | +23.0% | -7.6% | +6.7% |
| YTD | +33.1% | +25.5% | +7.7% | +22.0% |
| 1Y | +48.1% | +29.1% | +19.0% | +34.0% |
| 3Y | +167.7% | +31.7% | +136.1% | +133.2% |
| All | +222.3% | -35.8% | +258.1% | +261.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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