+61.3%
WCC vs IAG
+94.1%
-32.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.8% |
| 7D | +1.7% | -4.1% | +5.7% | +2.5% |
| 30D | -6.1% | +10.6% | -16.7% | -8.2% |
| 3M | +3.1% | +35.4% | -32.3% | -4.4% |
| 6M | +28.2% | -9.5% | +37.8% | +26.6% |
| YTD | +41.1% | +21.8% | +19.3% | +31.8% |
| 1Y | +61.3% | +84.1% | -22.9% | +33.7% |
| All | +61.3% | +94.1% | -32.8% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling