+2,626.2%
WCN vs IAG
+377.5%
+2,248.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | +0.4% | +28.9% | -28.4% | -0.8% |
| 3M | +7.3% | +19.1% | -11.8% | +6.2% |
| 6M | -2.5% | -10.3% | +7.8% | -2.5% |
| YTD | -5.4% | +24.2% | -29.6% | -7.0% |
| 1Y | -8.5% | +116.5% | -124.9% | -12.6% |
| 3Y | +20.8% | +742.8% | -722.0% | +6.7% |
| 5Y | +30.0% | +753.3% | -723.3% | +12.8% |
| 10Y | +238.4% | +403.2% | -164.8% | +190.7% |
| All | +2,626.2% | +377.5% | +2,248.7% | +2,153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling