+28.0%
WCN vs IAG
-8.3%
+36.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | +0.1% |
| 7D | +2.6% | -7.7% | +10.3% | +1.8% |
| 30D | +23.9% | +1.6% | +22.4% | +24.1% |
| 3M | +17.4% | -2.4% | +19.8% | +17.8% |
| 6M | +28.0% | -7.8% | +35.8% | +29.2% |
| All | +28.0% | -8.3% | +36.3% | +29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling