+12,248.9%
WST vs IFF
+848.0%
+11,401.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.4% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | -4.6% | -0.3% | -4.3% | -4.6% |
| 3M | +5.7% | +18.6% | -12.9% | +0.7% |
| 6M | +37.6% | +17.4% | +20.2% | +30.3% |
| YTD | +23.0% | +28.5% | -5.4% | +13.6% |
| 1Y | +33.8% | +32.5% | +1.3% | +22.4% |
| 3Y | -13.4% | +34.1% | -47.4% | -22.5% |
| 5Y | -27.0% | -35.2% | +8.2% | -22.3% |
| 10Y | +324.5% | -21.1% | +345.6% | +309.8% |
| All | +12,248.9% | +848.0% | +11,401.0% | +6,692.8% |
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