+530.2%
WCC vs IFF
-20.3%
+550.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.3% | +4.0% |
| 7D | +1.5% | -3.2% | +4.7% | +3.2% |
| 30D | -2.1% | -0.3% | -1.8% | -2.2% |
| 3M | +3.8% | +8.4% | -4.6% | -1.9% |
| 6M | +35.0% | +23.0% | +11.9% | +17.9% |
| YTD | +46.4% | +25.5% | +20.9% | +25.4% |
| 1Y | +63.0% | +29.1% | +33.9% | +36.7% |
| 3Y | +133.9% | +31.7% | +102.3% | +86.9% |
| 5Y | +226.5% | -35.2% | +261.7% | +283.6% |
| All | +530.2% | -20.3% | +550.5% | +556.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling