+26,336.4%
WM vs IFF
+856.0%
+25,480.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | -1.8% | +1.5% | +0.1% |
| 30D | -2.4% | -2.0% | -0.4% | -2.0% |
| 3M | +0.4% | +18.5% | -18.1% | -4.1% |
| 6M | -9.5% | +11.7% | -21.2% | -13.2% |
| YTD | +0.5% | +29.6% | -29.1% | -7.3% |
| 1Y | -1.1% | +35.0% | -36.0% | -10.0% |
| 3Y | +46.0% | +32.3% | +13.8% | +30.8% |
| 5Y | +51.8% | -34.6% | +86.4% | +59.1% |
| 10Y | +307.5% | -20.6% | +328.1% | +288.2% |
| All | +26,336.4% | +856.0% | +25,480.3% | +10,658.9% |
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