+44.7%
WM vs IAG
+715.9%
-671.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +7.0% | +0.4% |
| 7D | +1.2% | +16.8% | -15.7% | +1.0% |
| 30D | +13.7% | -1.5% | +15.2% | +13.7% |
| 3M | +5.2% | +0.5% | +4.7% | +5.2% |
| 6M | +11.2% | -1.0% | +12.1% | +11.4% |
| YTD | +9.4% | +12.3% | -2.9% | +8.8% |
| 1Y | +20.4% | +39.2% | -18.9% | +18.7% |
| All | +44.7% | +715.9% | -671.1% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling