+234.7%
WCN vs IFF
-20.3%
+255.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -3.1% | -3.2% | +0.1% | -2.5% |
| 30D | -3.4% | -0.3% | -3.1% | -3.4% |
| 3M | +3.0% | +8.4% | -5.5% | +1.1% |
| 6M | -3.8% | +23.0% | -26.8% | -8.6% |
| YTD | -8.3% | +25.5% | -33.8% | -13.7% |
| 1Y | -9.7% | +29.1% | -38.8% | -15.7% |
| 3Y | +17.2% | +31.7% | -14.5% | +6.7% |
| 5Y | +25.3% | -35.2% | +60.5% | +33.1% |
| All | +234.7% | -20.3% | +255.0% | +211.9% |
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