+125.5%
WCC vs IFF
+29.7%
+95.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +1.7% | -2.8% | +4.5% | +2.6% |
| 30D | -6.1% | -1.1% | -4.9% | -5.8% |
| 3M | +3.1% | +13.8% | -10.7% | -2.8% |
| 6M | +28.2% | +16.7% | +11.6% | +18.8% |
| YTD | +41.1% | +26.1% | +15.0% | +25.7% |
| 1Y | +61.3% | +33.5% | +27.8% | +39.6% |
| All | +125.5% | +29.7% | +95.9% | +86.2% |
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