+266.3%
WMB vs IAG
+336.8%
-70.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.7% | +8.2% | +2.0% |
| 7D | -6.9% | +16.8% | -23.8% | -8.1% |
| 30D | -7.2% | -1.5% | -5.7% | -7.2% |
| 3M | -5.4% | +0.5% | -5.9% | -5.8% |
| 6M | -4.9% | -1.0% | -3.9% | -5.6% |
| YTD | +14.7% | +12.3% | +2.4% | +11.7% |
| 1Y | +14.7% | +39.2% | -24.5% | +9.5% |
| 3Y | +116.4% | +712.3% | -595.9% | +74.2% |
| 5Y | +198.5% | +484.2% | -285.7% | +137.2% |
| 10Y | +266.3% | +382.3% | -116.0% | +177.0% |
| All | +266.3% | +336.8% | -70.5% | +177.0% |
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