+608.2%
WDC vs IAG
+461.2%
+147.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.4% | +10.8% | +8.8% |
| 7D | -3.2% | +3.4% | -6.7% | -4.0% |
| 30D | -19.0% | -2.7% | -16.3% | -18.9% |
| 3M | -28.4% | -0.5% | -27.9% | -29.0% |
| 6M | -39.2% | -4.8% | -34.4% | -39.5% |
| YTD | +82.1% | +9.6% | +72.5% | +75.7% |
| 1Y | +84.7% | +32.2% | +52.5% | +73.1% |
| 3Y | +825.6% | +692.5% | +133.1% | +560.3% |
| 5Y | +608.2% | +447.6% | +160.6% | +383.2% |
| All | +608.2% | +461.2% | +147.0% | +383.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling