+142.0%
WEC vs IFF
-20.3%
+162.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -0.6% | -3.2% | +2.6% | 0.0% |
| 30D | -2.6% | -0.3% | -2.3% | -2.6% |
| 3M | -6.0% | +8.4% | -14.5% | -7.8% |
| 6M | -5.4% | +23.0% | -28.5% | -10.2% |
| YTD | +2.5% | +25.5% | -23.0% | -3.3% |
| 1Y | -0.7% | +29.1% | -29.8% | -7.0% |
| 3Y | +38.7% | +31.7% | +7.1% | +27.3% |
| 5Y | +31.7% | -35.2% | +66.9% | +38.7% |
| All | +142.0% | -20.3% | +162.3% | +120.7% |
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 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