+5,997.9%
WPM vs IFF
+280.2%
+5,717.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.7% |
| 7D | +3.9% | -3.0% | +6.9% | +5.1% |
| 30D | +17.7% | -0.9% | +18.6% | +18.2% |
| 3M | +39.4% | +11.8% | +27.6% | +33.2% |
| 6M | +6.4% | +16.5% | -10.1% | -0.3% |
| YTD | +34.0% | +26.5% | +7.5% | +21.2% |
| 1Y | +50.5% | +32.7% | +17.8% | +33.0% |
| 3Y | +280.3% | +32.0% | +248.3% | +228.5% |
| 5Y | +266.3% | -36.1% | +302.4% | +306.5% |
| 10Y | +550.8% | -20.1% | +570.9% | +474.8% |
| All | +5,997.9% | +280.2% | +5,717.6% | +1,592.3% |
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