+6,361.1%
WCN vs IFF
+240.7%
+6,120.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -4.4% | -2.8% | -1.6% | -3.8% |
| 30D | -4.4% | -1.1% | -3.3% | -4.2% |
| 3M | +0.5% | +13.8% | -13.4% | -2.9% |
| 6M | -3.3% | +16.7% | -19.9% | -7.9% |
| YTD | -8.5% | +26.1% | -34.6% | -14.8% |
| 1Y | -8.9% | +33.5% | -42.4% | -16.6% |
| 3Y | +18.0% | +31.6% | -13.5% | +6.4% |
| 5Y | +25.0% | -34.9% | +59.9% | +31.0% |
| 10Y | +234.7% | -20.3% | +255.0% | +218.9% |
| All | +6,361.1% | +240.7% | +6,120.4% | +4,840.7% |
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