+113.2%
WDC vs IFF
+44.8%
+68.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.9% | -1.9% | -6.9% |
| 7D | -18.3% | -3.3% | -15.0% | -18.3% |
| 30D | -26.7% | +5.3% | -32.0% | -26.9% |
| 3M | -40.9% | +8.9% | -49.8% | -40.9% |
| 6M | -26.8% | +26.3% | -53.1% | -28.8% |
| YTD | +88.2% | +32.2% | +56.0% | +80.6% |
| 1Y | +113.2% | +45.8% | +67.4% | +104.4% |
| All | +113.2% | +44.8% | +68.4% | +104.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling