+195.2%
WEC vs IAG
+384.2%
-189.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.2% | +0.3% |
| 7D | -0.7% | -2.1% | +1.3% | -0.7% |
| 30D | +11.0% | -6.2% | +17.2% | +11.2% |
| 3M | +8.6% | -5.1% | +13.8% | +8.6% |
| 6M | +6.2% | -10.0% | +16.1% | +6.2% |
| YTD | +14.3% | +3.9% | +10.3% | +12.7% |
| 1Y | +8.4% | +18.9% | -10.5% | +5.9% |
| 3Y | +62.9% | +651.8% | -588.9% | +39.4% |
| 5Y | +55.8% | +416.3% | -360.4% | +32.3% |
| All | +195.2% | +384.2% | -189.0% | +139.0% |
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