+285.3%
WMB vs IAG
+766.8%
-481.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.4% |
| 7D | +0.8% | +4.3% | -3.5% | +0.4% |
| 30D | +7.7% | +9.8% | -2.1% | +6.6% |
| 3M | +6.7% | +28.9% | -22.2% | +3.6% |
| 6M | +3.6% | -7.6% | +11.2% | +3.5% |
| YTD | +28.0% | +22.0% | +6.0% | +23.4% |
| 1Y | +37.6% | +99.5% | -61.9% | +24.9% |
| 3Y | +149.0% | +818.3% | -669.2% | +86.1% |
| 5Y | +285.3% | +785.9% | -500.6% | +166.6% |
| All | +285.3% | +766.8% | -481.5% | +166.6% |
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