-25.0%
WU vs IFF
+232.5%
-257.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -5.0% | -2.8% | -2.2% | -3.8% |
| 30D | -2.3% | -1.1% | -1.2% | -1.8% |
| 3M | -3.2% | +13.8% | -17.0% | -8.8% |
| 6M | -25.0% | +16.7% | -41.7% | -31.3% |
| YTD | -21.7% | +26.1% | -47.8% | -31.0% |
| 1Y | -9.0% | +33.5% | -42.5% | -22.3% |
| 3Y | -28.9% | +31.6% | -60.5% | -40.5% |
| 5Y | -51.0% | -34.9% | -16.2% | -45.9% |
| 10Y | -40.1% | -20.3% | -19.8% | -45.6% |
| All | -25.0% | +232.5% | -257.6% | -73.0% |
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