+55.3%
WEC vs IAG
+461.2%
-405.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.5% |
| 7D | -0.5% | +3.4% | -4.0% | -0.8% |
| 30D | +12.0% | -2.7% | +14.7% | +12.0% |
| 3M | +11.1% | -0.5% | +11.6% | +10.8% |
| 6M | +6.0% | -4.8% | +10.8% | +5.7% |
| YTD | +14.3% | +9.6% | +4.7% | +12.0% |
| 1Y | +8.0% | +32.2% | -24.2% | +4.2% |
| 3Y | +62.8% | +692.5% | -629.7% | +31.3% |
| 5Y | +55.3% | +447.6% | -392.3% | +21.7% |
| All | +55.3% | +461.2% | -405.9% | +21.7% |
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 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