+170.9%
WAB vs IAG
+797.8%
-626.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.7% |
| 7D | +1.7% | +4.3% | -2.6% | +1.3% |
| 30D | -2.4% | +9.8% | -12.2% | -3.3% |
| 3M | +9.7% | +28.9% | -19.2% | +6.7% |
| 6M | +16.5% | -7.6% | +24.1% | +16.1% |
| YTD | +33.7% | +22.0% | +11.8% | +30.2% |
| 1Y | +49.7% | +99.5% | -49.8% | +40.4% |
| 3Y | +170.9% | +818.3% | -647.3% | +128.2% |
| All | +170.9% | +797.8% | -626.8% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling