+328.7%
WM vs IAG
+326.7%
+2.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.6% | 0.0% |
| 7D | -0.5% | +24.0% | -24.5% | -1.1% |
| 30D | +13.3% | +5.5% | +7.8% | +13.0% |
| 3M | +4.4% | +8.3% | -3.9% | +4.0% |
| 6M | +10.8% | +6.1% | +4.7% | +10.3% |
| YTD | +9.1% | +20.3% | -11.2% | +7.7% |
| 1Y | +19.1% | +56.5% | -37.3% | +16.4% |
| 3Y | +45.7% | +762.6% | -716.9% | +31.7% |
| 5Y | +60.4% | +546.3% | -485.8% | +43.6% |
| 10Y | +328.7% | +356.1% | -27.4% | +278.2% |
| All | +328.7% | +326.7% | +2.1% | +278.2% |
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 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