+297.5%
WBD vs IFF
+275.2%
+22.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -0.6% | -2.8% | +2.2% | +0.8% |
| 30D | +4.2% | -1.1% | +5.3% | +4.6% |
| 3M | +7.5% | +13.8% | -6.3% | -0.2% |
| 6M | +1.6% | +16.7% | -15.1% | -8.8% |
| YTD | -2.2% | +26.1% | -28.3% | -16.2% |
| 1Y | +124.9% | +33.5% | +91.4% | +86.3% |
| 3Y | +149.1% | +31.6% | +117.5% | +105.9% |
| 5Y | +7.8% | -34.9% | +42.7% | +23.1% |
| 10Y | +14.9% | -20.3% | +35.2% | +8.0% |
| All | +297.5% | +275.2% | +22.3% | +39.6% |
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