+60.4%
WM vs IFF
-34.0%
+94.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.1% |
| 7D | -0.5% | -10.8% | +10.3% | +0.8% |
| 30D | +13.3% | -0.1% | +13.4% | +13.4% |
| 3M | +4.4% | -1.2% | +5.6% | +4.5% |
| 6M | +10.8% | +5.2% | +5.6% | +10.0% |
| YTD | +9.1% | +27.3% | -18.2% | +5.3% |
| 1Y | +19.1% | +39.2% | -20.1% | +13.6% |
| 3Y | +45.7% | +26.1% | +19.5% | +39.3% |
| 5Y | +60.4% | -37.0% | +97.5% | +77.5% |
| All | +60.4% | -34.0% | +94.4% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling