+42.1%
WWD vs IFF
+34.4%
+7.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.3% | -1.8% | +3.1% | +1.8% |
| 30D | -7.2% | -2.0% | -5.2% | -6.7% |
| 3M | -3.8% | +18.5% | -22.4% | -8.9% |
| 6M | -9.9% | +11.7% | -21.6% | -14.1% |
| YTD | +14.8% | +29.6% | -14.8% | +5.5% |
| 1Y | +42.1% | +35.0% | +7.1% | +29.1% |
| All | +42.1% | +34.4% | +7.6% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling