+1,228.2%
WDC vs IAG
+423.2%
+805.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -4.1% |
| 7D | +4.4% | -4.1% | +8.5% | +5.0% |
| 30D | +5.3% | +10.6% | -5.3% | +3.5% |
| 3M | -5.9% | +35.4% | -41.3% | -10.3% |
| 6M | +73.2% | -9.5% | +82.8% | +73.7% |
| YTD | +167.8% | +21.8% | +146.0% | +158.0% |
| 1Y | +386.0% | +84.1% | +301.8% | +345.3% |
| 3Y | +1,309.7% | +817.4% | +492.4% | +959.0% |
| 5Y | +957.1% | +830.1% | +127.0% | +659.6% |
| All | +1,228.2% | +423.2% | +805.0% | +887.3% |
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