+10,555.5%
WAT vs IFF
+254.4%
+10,301.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.3% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -1.0% | -0.3% | -0.7% | -0.9% |
| 3M | +10.9% | +18.6% | -7.7% | +3.9% |
| 6M | +33.2% | +17.4% | +15.8% | +24.1% |
| YTD | +6.1% | +28.5% | -22.4% | -4.7% |
| 1Y | +30.2% | +32.5% | -2.3% | +15.5% |
| 3Y | +52.9% | +34.1% | +18.8% | +33.9% |
| 5Y | -5.1% | -35.2% | +30.0% | +3.9% |
| 10Y | +152.6% | -21.1% | +173.7% | +146.2% |
| All | +10,555.5% | +254.4% | +10,301.1% | +5,403.4% |
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