+147.0%
WCC vs IAG
+461.2%
-314.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.8% | +3.7% |
| 7D | +3.3% | +3.4% | -0.1% | +2.8% |
| 30D | -9.4% | -2.7% | -6.7% | -9.3% |
| 3M | -10.5% | -0.5% | -10.0% | -10.8% |
| 6M | -10.4% | -4.8% | -5.6% | -10.7% |
| YTD | +34.4% | +9.6% | +24.8% | +30.5% |
| 1Y | +27.7% | +32.2% | -4.5% | +21.1% |
| 3Y | +137.9% | +692.5% | -554.6% | +78.8% |
| 5Y | +147.0% | +447.6% | -300.5% | +73.5% |
| All | +147.0% | +461.2% | -314.1% | +73.5% |
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