+261.5%
WAB vs IAG
+389.3%
-127.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | +5.1% | -7.7% | +12.7% | +5.7% |
| 30D | +4.0% | +1.6% | +2.4% | +3.8% |
| 3M | +0.1% | -2.4% | +2.5% | 0.0% |
| 6M | +12.8% | -7.8% | +20.6% | +12.8% |
| YTD | +40.1% | +5.0% | +35.0% | +38.2% |
| 1Y | +46.4% | +25.7% | +20.7% | +42.6% |
| 3Y | +167.4% | +694.5% | -527.1% | +127.4% |
| 5Y | +215.0% | +421.7% | -206.7% | +165.1% |
| All | +261.5% | +389.3% | -127.8% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling