+51.6%
WCN vs IAG
+663.0%
-611.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | 0.0% |
| 7D | +2.6% | -7.7% | +10.3% | +2.8% |
| 30D | +23.9% | +1.6% | +22.4% | +23.7% |
| 3M | +17.4% | -2.4% | +19.8% | +17.3% |
| 6M | +28.0% | -7.8% | +35.8% | +28.2% |
| YTD | +11.6% | +5.0% | +6.5% | +10.5% |
| 1Y | +16.9% | +25.7% | -8.8% | +14.4% |
| 3Y | +51.6% | +694.5% | -642.9% | +31.7% |
| All | +51.6% | +663.0% | -611.4% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling