+1,687.7%
WM vs IAG
+308.0%
+1,379.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +4.5% | +4.5% | 0.0% | +4.3% |
| 30D | +16.1% | -5.7% | +21.7% | +16.2% |
| 3M | +8.0% | +10.1% | -2.1% | +7.4% |
| 6M | +8.4% | +7.3% | +1.1% | +7.5% |
| YTD | +11.2% | +6.1% | +5.1% | +9.9% |
| 1Y | +22.3% | +46.8% | -24.5% | +19.0% |
| 3Y | +50.2% | +573.1% | -522.8% | +34.3% |
| 5Y | +63.3% | +477.6% | -414.3% | +44.3% |
| 10Y | +355.0% | +315.7% | +39.4% | +294.1% |
| All | +1,687.7% | +308.0% | +1,379.7% | +1,342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling