+38.8%
WEC vs IFF
+29.7%
+9.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -1.3% | -2.8% | +1.5% | -0.9% |
| 30D | -0.4% | -1.1% | +0.7% | -0.3% |
| 3M | -6.8% | +13.8% | -20.6% | -8.6% |
| 6M | -6.4% | +16.7% | -23.1% | -8.9% |
| YTD | +2.5% | +26.1% | -23.6% | -1.7% |
| 1Y | -0.4% | +33.5% | -33.9% | -5.5% |
| All | +38.8% | +29.7% | +9.1% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling