+1,734.6%
WCC vs IFF
+306.7%
+1,427.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.5% |
| 7D | +6.8% | -3.0% | +9.8% | +8.6% |
| 30D | -3.0% | -0.9% | -2.1% | -2.8% |
| 3M | +0.2% | +11.8% | -11.6% | -7.2% |
| 6M | +33.2% | +16.5% | +16.6% | +19.1% |
| YTD | +45.8% | +26.5% | +19.3% | +23.6% |
| 1Y | +68.4% | +32.7% | +35.7% | +38.1% |
| 3Y | +131.1% | +32.0% | +99.1% | +84.4% |
| 5Y | +225.6% | -36.1% | +261.7% | +280.0% |
| 10Y | +534.2% | -20.1% | +554.2% | +523.8% |
| All | +1,734.6% | +306.7% | +1,427.9% | +706.5% |
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