+822.0%
WDC vs IAG
+696.0%
+125.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.4% | +10.8% | +8.9% |
| 7D | -3.2% | +3.4% | -6.7% | -4.1% |
| 30D | -19.0% | -2.7% | -16.3% | -18.8% |
| 3M | -28.4% | -0.5% | -27.9% | -29.1% |
| 6M | -39.2% | -4.8% | -34.4% | -39.8% |
| YTD | +82.1% | +9.6% | +72.5% | +73.9% |
| 1Y | +84.7% | +32.2% | +52.5% | +70.5% |
| All | +822.0% | +696.0% | +125.9% | +549.7% |
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