+55.1%
WAT vs IFF
+29.0%
+26.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -0.3% | -3.2% | +2.9% | +0.9% |
| 30D | -1.9% | -0.3% | -1.6% | -1.8% |
| 3M | +13.5% | +8.4% | +5.1% | +9.5% |
| 6M | +37.2% | +23.0% | +14.2% | +24.2% |
| YTD | +7.5% | +25.5% | -18.0% | -4.5% |
| 1Y | +35.0% | +29.1% | +5.9% | +17.9% |
| 3Y | +55.1% | +31.7% | +23.4% | +29.3% |
| All | +55.1% | +29.0% | +26.1% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling