+34,191.7%
WSM vs IFF
+830.6%
+33,361.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | +0.4% | -2.8% | +3.2% | +1.8% |
| 30D | -10.7% | -1.1% | -9.6% | -10.3% |
| 3M | +8.5% | +13.8% | -5.3% | +1.2% |
| 6M | +19.6% | +16.7% | +3.0% | +9.2% |
| YTD | +26.6% | +26.1% | +0.5% | +10.6% |
| 1Y | +12.0% | +33.5% | -21.6% | -5.3% |
| 3Y | +226.6% | +31.6% | +195.1% | +175.2% |
| 5Y | +174.1% | -34.9% | +209.0% | +214.3% |
| 10Y | +1,052.9% | -20.3% | +1,073.2% | +1,017.2% |
| All | +34,191.7% | +830.6% | +33,361.1% | +9,608.3% |
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