+163.1%
WWD vs IFF
+29.0%
+134.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | -2.6% | -3.2% | +0.6% | -1.7% |
| 30D | -6.9% | -0.3% | -6.6% | -6.9% |
| 3M | -13.0% | +8.4% | -21.5% | -15.5% |
| 6M | -12.5% | +23.0% | -35.5% | -18.1% |
| YTD | +11.8% | +25.5% | -13.6% | +3.5% |
| 1Y | +41.1% | +29.1% | +12.0% | +29.3% |
| 3Y | +163.1% | +31.7% | +131.4% | +135.1% |
| All | +163.1% | +29.0% | +134.1% | +135.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling