+4,297.5%
WAB vs IAG
+377.5%
+3,920.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.9% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | -4.4% | +28.9% | -33.3% | -6.6% |
| 3M | +7.9% | +19.1% | -11.3% | +5.9% |
| 6M | +8.7% | -10.3% | +19.0% | +8.9% |
| YTD | +33.0% | +24.2% | +8.8% | +29.2% |
| 1Y | +46.7% | +116.5% | -69.8% | +35.8% |
| 3Y | +153.0% | +742.8% | -589.8% | +105.0% |
| 5Y | +222.3% | +753.3% | -531.1% | +152.7% |
| 10Y | +291.0% | +403.2% | -112.2% | +199.7% |
| All | +4,297.5% | +377.5% | +3,920.0% | +2,823.1% |
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