+51.6%
WM vs IFF
-35.9%
+87.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -1.2% | -3.0% | +1.8% | -0.9% |
| 30D | -4.5% | -0.9% | -3.6% | -4.4% |
| 3M | -2.2% | +11.8% | -14.0% | -3.5% |
| 6M | -11.5% | +16.5% | -28.0% | -13.4% |
| YTD | -0.7% | +26.5% | -27.2% | -4.0% |
| 1Y | +0.3% | +32.7% | -32.4% | -3.7% |
| 3Y | +44.2% | +32.0% | +12.2% | +37.0% |
| 5Y | +51.6% | -36.1% | +87.7% | +59.8% |
| All | +51.6% | -35.9% | +87.5% | +59.8% |
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 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