+18,420.3%
WDC vs IFF
+833.5%
+17,586.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.7% |
| 7D | +7.5% | -3.0% | +10.5% | +9.0% |
| 30D | +10.1% | -0.9% | +11.0% | +10.2% |
| 3M | -6.8% | +11.8% | -18.7% | -13.2% |
| 6M | +84.1% | +16.5% | +67.6% | +66.1% |
| YTD | +180.3% | +26.5% | +153.7% | +141.9% |
| 1Y | +411.1% | +32.7% | +378.4% | +327.6% |
| 3Y | +1,375.0% | +32.0% | +1,343.0% | +1,097.3% |
| 5Y | +991.6% | -36.1% | +1,027.6% | +1,128.1% |
| 10Y | +1,309.1% | -20.1% | +1,329.1% | +1,260.2% |
| All | +18,420.3% | +833.5% | +17,586.8% | +6,824.6% |
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