+5,376.0%
WMB vs IFF
+856.0%
+4,520.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +0.6% | -1.8% | +2.4% | +1.3% |
| 30D | +3.3% | -2.0% | +5.2% | +3.9% |
| 3M | +3.1% | +18.5% | -15.4% | -4.9% |
| 6M | -0.7% | +11.7% | -12.4% | -8.0% |
| YTD | +25.2% | +29.6% | -4.4% | +8.1% |
| 1Y | +32.9% | +35.0% | -2.1% | +11.9% |
| 3Y | +140.6% | +32.3% | +108.3% | +95.5% |
| 5Y | +273.5% | -34.6% | +308.0% | +296.6% |
| 10Y | +334.2% | -20.6% | +354.8% | +289.7% |
| All | +5,376.0% | +856.0% | +4,520.0% | +1,433.0% |
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