+59.7%
WM vs IAG
+515.1%
-455.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.2% | -9.3% | -2.3% |
| 7D | +1.2% | +21.4% | -20.2% | +0.6% |
| 30D | +13.1% | +4.0% | +9.0% | +12.9% |
| 3M | +3.6% | +17.0% | -13.4% | +2.9% |
| 6M | +8.1% | +1.4% | +6.7% | +7.8% |
| YTD | +8.9% | +13.8% | -4.9% | +7.6% |
| 1Y | +20.3% | +55.8% | -35.5% | +17.1% |
| 3Y | +46.2% | +647.4% | -601.2% | +29.5% |
| All | +59.7% | +515.1% | -455.3% | +37.1% |
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