+26.4%
WCC vs IFF
+44.8%
-18.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.9% | -5.0% | -9.1% |
| 7D | -8.8% | -3.3% | -5.5% | -8.2% |
| 30D | -16.0% | +5.3% | -21.3% | -17.0% |
| 3M | -15.2% | +8.9% | -24.1% | -17.1% |
| 6M | -8.4% | +26.3% | -34.7% | -15.1% |
| YTD | +30.1% | +32.2% | -2.1% | +18.6% |
| 1Y | +26.4% | +45.8% | -19.3% | +13.8% |
| All | +26.4% | +44.8% | -18.4% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling