+234.7%
WCN vs IAG
+427.6%
-192.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.2% |
| 7D | -3.1% | -1.1% | -2.0% | -3.1% |
| 30D | -3.4% | +12.1% | -15.5% | -3.9% |
| 3M | +3.0% | +25.5% | -22.6% | +1.7% |
| 6M | -3.8% | -7.1% | +3.4% | -3.8% |
| YTD | -8.3% | +22.9% | -31.2% | -9.8% |
| 1Y | -9.7% | +83.3% | -93.1% | -13.2% |
| 3Y | +17.2% | +808.5% | -791.4% | +2.8% |
| 5Y | +25.3% | +838.0% | -812.7% | +7.8% |
| All | +234.7% | +427.6% | -192.9% | +189.4% |
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