+296.4%
WBD vs IAG
+224.5%
+71.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -0.7% | +4.3% | -5.0% | -1.1% |
| 30D | +5.0% | +9.8% | -4.8% | +3.9% |
| 3M | +6.2% | +28.9% | -22.7% | +3.0% |
| 6M | +0.6% | -7.6% | +8.2% | +0.4% |
| YTD | -2.4% | +22.0% | -24.4% | -6.1% |
| 1Y | +127.7% | +99.5% | +28.2% | +106.8% |
| 3Y | +148.4% | +818.3% | -669.9% | +86.7% |
| 5Y | +4.2% | +785.9% | -781.7% | -23.8% |
| 10Y | +10.8% | +381.1% | -370.3% | -20.7% |
| All | +296.4% | +224.5% | +71.9% | +102.3% |
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