+512.7%
WPM vs IAG
+423.2%
+89.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -2.7% |
| 7D | -3.6% | -4.1% | +0.5% | -1.8% |
| 30D | +12.5% | +10.6% | +1.8% | +7.8% |
| 3M | +40.6% | +35.4% | +5.2% | +23.0% |
| 6M | +0.5% | -9.5% | +10.1% | +4.9% |
| YTD | +29.0% | +21.8% | +7.2% | +18.4% |
| 1Y | +43.8% | +84.1% | -40.3% | +10.6% |
| 3Y | +266.3% | +817.4% | -551.1% | +33.4% |
| 5Y | +255.1% | +830.1% | -575.0% | +14.1% |
| All | +512.7% | +423.2% | +89.5% | +126.9% |
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 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