+2,480.9%
WMB vs IAG
+337.4%
+2,143.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.2% | -7.5% | -1.2% |
| 7D | -13.8% | +21.4% | -35.2% | -16.2% |
| 30D | -10.3% | +4.0% | -14.4% | -11.1% |
| 3M | -10.1% | +17.0% | -27.1% | -12.7% |
| 6M | -11.8% | +1.4% | -13.3% | -13.4% |
| YTD | +8.9% | +13.8% | -4.8% | +3.9% |
| 1Y | +14.0% | +55.8% | -41.8% | +3.8% |
| 3Y | +100.5% | +647.4% | -546.9% | +40.8% |
| 5Y | +179.5% | +519.1% | -339.6% | +91.4% |
| 10Y | +272.7% | +345.6% | -72.9% | +139.1% |
| All | +2,480.9% | +337.4% | +2,143.5% | +1,179.9% |
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