+1,394.6%
WDC vs IAG
+817.0%
+577.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.6% |
| 7D | +7.5% | +1.7% | +5.8% | +7.0% |
| 30D | +10.1% | +11.4% | -1.4% | +6.9% |
| 3M | -6.8% | +33.0% | -39.8% | -13.4% |
| 6M | +84.1% | -6.0% | +90.1% | +82.2% |
| YTD | +180.3% | +24.6% | +155.7% | +162.2% |
| 1Y | +411.1% | +105.0% | +306.1% | +341.8% |
| All | +1,394.6% | +817.0% | +577.6% | +976.2% |
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 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