+40.0%
WPM vs IFF
+44.8%
-4.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -4.9% | +16.9% | +13.8% |
| 7D | +3.9% | -3.3% | +7.2% | +4.8% |
| 30D | -3.5% | +5.3% | -8.8% | -6.8% |
| 3M | +14.1% | +8.9% | +5.2% | +8.4% |
| 6M | +6.2% | +26.3% | -20.1% | -6.0% |
| YTD | +12.4% | +32.2% | -19.8% | -0.3% |
| 1Y | +40.0% | +45.8% | -5.8% | +22.7% |
| All | +40.0% | +44.8% | -4.9% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling