+626.3%
WY vs IFF
+830.6%
-204.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.5% |
| 7D | -3.7% | -2.8% | -0.9% | -2.3% |
| 30D | -11.3% | -1.1% | -10.2% | -10.8% |
| 3M | -8.1% | +13.8% | -22.0% | -14.6% |
| 6M | -7.4% | +16.7% | -24.1% | -16.1% |
| YTD | -4.7% | +26.1% | -30.8% | -17.4% |
| 1Y | -9.2% | +33.5% | -42.7% | -23.9% |
| 3Y | -24.7% | +31.6% | -56.3% | -38.1% |
| 5Y | -21.6% | -34.9% | +13.3% | -12.1% |
| 10Y | +6.7% | -20.3% | +27.0% | +3.6% |
| All | +626.3% | +830.6% | -204.3% | +80.4% |
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