+4,571.9%
WAB vs IAG
+299.6%
+4,272.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | -0.8% |
| 7D | +7.9% | -2.1% | +10.0% | +8.1% |
| 30D | +4.9% | -6.2% | +11.1% | +5.3% |
| 3M | +1.8% | -5.1% | +6.9% | +1.9% |
| 6M | +12.0% | -10.0% | +21.9% | +12.2% |
| YTD | +41.3% | +3.9% | +37.3% | +39.1% |
| 1Y | +43.8% | +18.9% | +25.0% | +40.0% |
| 3Y | +171.1% | +651.8% | -480.7% | +121.7% |
| 5Y | +217.7% | +416.3% | -198.5% | +159.4% |
| 10Y | +272.3% | +377.4% | -105.1% | +187.7% |
| All | +4,571.9% | +299.6% | +4,272.3% | +3,045.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling