+27.2%
WCN vs IAG
+804.8%
-777.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.3% |
| 7D | -1.7% | +1.7% | -3.4% | -1.8% |
| 30D | -3.0% | +11.4% | -14.4% | -3.6% |
| 3M | +2.5% | +33.0% | -30.5% | +0.8% |
| 6M | -5.7% | -6.0% | +0.3% | -5.6% |
| YTD | -7.4% | +24.6% | -32.0% | -9.2% |
| 1Y | -8.6% | +105.0% | -113.6% | -13.5% |
| 3Y | +19.4% | +837.9% | -818.5% | +0.8% |
| 5Y | +27.2% | +817.0% | -789.8% | +7.2% |
| All | +27.2% | +804.8% | -777.6% | +7.2% |
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