+48.5%
WAB vs IAG
+94.1%
-45.6%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | -0.2% | -4.1% | +3.9% | +0.3% |
| 30D | -5.9% | +10.6% | -16.5% | -7.2% |
| 3M | +9.4% | +35.4% | -26.0% | +4.4% |
| 6M | +13.8% | -9.5% | +23.4% | +13.3% |
| YTD | +31.8% | +21.8% | +9.9% | +26.7% |
| 1Y | +48.5% | +84.1% | -35.6% | +28.5% |
| All | +48.5% | +94.1% | -45.6% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling