+6,008.1%
WDC vs IAG
+377.5%
+5,630.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.2% | +8.1% | +6.1% |
| 7D | +1.7% | -0.5% | +2.3% | +1.7% |
| 30D | -10.0% | +28.9% | -38.8% | -13.2% |
| 3M | -18.8% | +19.1% | -37.9% | -20.7% |
| 6M | +79.0% | -10.3% | +89.3% | +80.0% |
| YTD | +171.6% | +24.2% | +147.4% | +162.0% |
| 1Y | +417.4% | +116.5% | +300.9% | +367.8% |
| 3Y | +1,251.8% | +742.8% | +509.0% | +922.4% |
| 5Y | +911.7% | +753.3% | +158.4% | +635.1% |
| 10Y | +1,399.6% | +403.2% | +996.4% | +967.1% |
| All | +6,008.1% | +377.5% | +5,630.6% | +3,220.8% |
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