+161.8%
WAT vs IAG
+423.2%
-261.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -2.9% | -4.1% | +1.2% | -2.7% |
| 30D | -3.2% | +10.6% | -13.8% | -3.7% |
| 3M | +10.6% | +35.4% | -24.8% | +8.9% |
| 6M | +34.0% | -9.5% | +43.6% | +34.0% |
| YTD | +5.7% | +21.8% | -16.1% | +4.1% |
| 1Y | +37.1% | +84.1% | -47.1% | +32.3% |
| 3Y | +52.4% | +817.4% | -765.0% | +34.8% |
| 5Y | -4.4% | +830.1% | -834.5% | -16.9% |
| All | +161.8% | +423.2% | -261.4% | +129.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling