-5.1%
WAT vs IAG
+766.8%
-771.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.4% |
| 7D | -0.7% | +4.3% | -5.0% | -1.0% |
| 30D | -1.0% | +9.8% | -10.7% | -1.7% |
| 3M | +10.9% | +28.9% | -18.0% | +8.5% |
| 6M | +33.2% | -7.6% | +40.8% | +33.0% |
| YTD | +6.1% | +22.0% | -15.9% | +3.2% |
| 1Y | +30.2% | +99.5% | -69.3% | +21.2% |
| 3Y | +52.9% | +818.3% | -765.4% | +18.9% |
| 5Y | -5.1% | +785.9% | -791.0% | -27.8% |
| All | -5.1% | +766.8% | -771.9% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling