+1,270.5%
WAT vs IAG
+377.5%
+893.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.9% |
| 7D | -1.3% | -0.5% | -0.7% | -1.3% |
| 30D | +2.3% | +28.9% | -26.5% | +0.9% |
| 3M | +8.7% | +19.1% | -10.4% | +7.4% |
| 6M | +28.3% | -10.3% | +38.6% | +28.4% |
| YTD | +7.8% | +24.2% | -16.4% | +5.6% |
| 1Y | +36.6% | +116.5% | -79.9% | +29.5% |
| 3Y | +45.7% | +742.8% | -697.1% | +25.8% |
| 5Y | -3.3% | +753.3% | -756.6% | -18.2% |
| 10Y | +162.1% | +403.2% | -241.1% | +118.1% |
| All | +1,270.5% | +377.5% | +893.1% | +909.3% |
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