+4,056.8%
WAB vs IFF
+259.5%
+3,797.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | +0.2% | -3.0% | +3.3% | +1.6% |
| 30D | -4.6% | -0.9% | -3.6% | -4.2% |
| 3M | +5.6% | +11.8% | -6.2% | -0.6% |
| 6M | +13.8% | +16.5% | -2.7% | +3.8% |
| YTD | +31.9% | +26.5% | +5.3% | +15.3% |
| 1Y | +48.3% | +32.7% | +15.6% | +26.1% |
| 3Y | +167.1% | +32.0% | +135.1% | +120.2% |
| 5Y | +222.9% | -36.1% | +259.0% | +261.6% |
| 10Y | +289.9% | -20.1% | +310.0% | +272.0% |
| All | +4,056.8% | +259.5% | +3,797.3% | +1,868.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling