+43.8%
WAB vs IAG
+25.8%
+18.0%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | -0.5% |
| 7D | +7.9% | -2.1% | +10.0% | +8.1% |
| 30D | +4.9% | -6.2% | +11.1% | +5.5% |
| 3M | +1.8% | -5.1% | +6.9% | +2.0% |
| 6M | +12.0% | -10.0% | +21.9% | +12.4% |
| YTD | +41.3% | +3.9% | +37.3% | +37.8% |
| 1Y | +43.8% | +18.9% | +25.0% | +35.8% |
| All | +43.8% | +25.8% | +18.0% | +35.8% |
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