+1,188.5%
WDC vs IFF
-20.3%
+1,208.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -4.3% | -3.2% | -1.1% | -3.0% |
| 30D | -1.5% | -0.3% | -1.2% | -1.6% |
| 3M | -15.5% | +8.4% | -23.9% | -19.8% |
| 6M | +66.5% | +23.0% | +43.4% | +47.6% |
| YTD | +159.9% | +25.5% | +134.4% | +126.9% |
| 1Y | +366.0% | +29.1% | +336.9% | +298.4% |
| 3Y | +1,285.8% | +31.7% | +1,254.2% | +1,028.3% |
| 5Y | +925.6% | -35.2% | +960.8% | +1,076.5% |
| All | +1,188.5% | -20.3% | +1,208.8% | +1,149.0% |
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