-24.0%
WST vs IFF
-36.2%
+12.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | +0.4% | -2.8% | +3.2% | +1.1% |
| 30D | -2.0% | -1.1% | -0.9% | -1.8% |
| 3M | +4.1% | +13.8% | -9.7% | +0.4% |
| 6M | +47.4% | +16.7% | +30.8% | +40.2% |
| YTD | +25.4% | +26.1% | -0.7% | +16.5% |
| 1Y | +35.3% | +33.5% | +1.8% | +23.6% |
| 3Y | -11.7% | +31.6% | -43.3% | -21.7% |
| 5Y | -24.0% | -34.9% | +10.9% | -16.3% |
| All | -24.0% | -36.2% | +12.2% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling