+306.4%
WM vs IAG
+371.9%
-65.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.2% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | -2.4% | +28.9% | -31.3% | -3.2% |
| 3M | +0.4% | +19.1% | -18.7% | -0.3% |
| 6M | -9.5% | -10.3% | +0.8% | -9.3% |
| YTD | +0.5% | +24.2% | -23.7% | -0.8% |
| 1Y | -1.1% | +116.5% | -117.6% | -4.7% |
| 3Y | +46.0% | +742.8% | -696.8% | +32.0% |
| 5Y | +51.8% | +753.3% | -701.5% | +34.6% |
| All | +306.4% | +371.9% | -65.4% | +258.3% |
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