+36.1%
WAT vs IAG
+540.0%
-503.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.8% | -1.6% | +3.7% |
| 7D | +6.0% | +24.0% | -18.0% | +4.1% |
| 30D | +9.9% | +5.5% | +4.4% | +9.2% |
| 3M | +17.2% | +8.3% | +8.9% | +16.1% |
| 6M | +34.2% | +6.1% | +28.1% | +32.7% |
| YTD | +25.5% | +20.3% | +5.2% | +21.7% |
| 1Y | +28.3% | +56.5% | -28.2% | +21.4% |
| 3Y | +88.4% | +762.6% | -674.2% | +43.8% |
| 5Y | +36.1% | +546.3% | -510.1% | -2.9% |
| All | +36.1% | +540.0% | -503.9% | -2.9% |
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