+225.6%
WCC vs IAG
+804.8%
-579.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.6% |
| 7D | +6.8% | +1.7% | +5.1% | +6.5% |
| 30D | -3.0% | +11.4% | -14.5% | -4.5% |
| 3M | +0.2% | +33.0% | -32.8% | -4.0% |
| 6M | +33.2% | -6.0% | +39.2% | +32.5% |
| YTD | +45.8% | +24.6% | +21.3% | +39.6% |
| 1Y | +68.4% | +105.0% | -36.6% | +51.8% |
| 3Y | +131.1% | +837.9% | -706.8% | +71.2% |
| 5Y | +225.6% | +817.0% | -591.4% | +125.5% |
| All | +225.6% | +804.8% | -579.2% | +125.5% |
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