+28,683.0%
WM vs IFF
+825.2%
+27,857.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +1.2% | -9.8% | +10.9% | +3.7% |
| 30D | +13.7% | -1.6% | +15.3% | +14.1% |
| 3M | +5.2% | -1.8% | +7.0% | +5.6% |
| 6M | +11.2% | +3.6% | +7.5% | +9.6% |
| YTD | +9.4% | +25.4% | -16.0% | +1.6% |
| 1Y | +20.4% | +35.4% | -15.0% | +9.5% |
| 3Y | +44.7% | +23.9% | +20.8% | +32.0% |
| 5Y | +58.5% | -37.1% | +95.6% | +68.1% |
| 10Y | +326.4% | -10.3% | +336.6% | +292.9% |
| All | +28,683.0% | +825.2% | +27,857.9% | +11,700.6% |
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