+417.7%
WCC vs IAG
+389.3%
+28.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -1.8% |
| 7D | +9.9% | -7.7% | +17.6% | +11.0% |
| 30D | -8.4% | +1.6% | -10.0% | -8.9% |
| 3M | -10.3% | -2.4% | -7.9% | -10.4% |
| 6M | -10.5% | -7.8% | -2.7% | -10.4% |
| YTD | +32.2% | +5.0% | +27.1% | +29.1% |
| 1Y | +25.5% | +25.7% | -0.2% | +19.9% |
| 3Y | +134.7% | +694.5% | -559.8% | +75.3% |
| 5Y | +139.9% | +421.7% | -281.8% | +77.4% |
| All | +417.7% | +389.3% | +28.4% | +259.8% |
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 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