+266.3%
WPM vs IAG
+804.8%
-538.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.1% | +0.1% |
| 7D | +3.9% | +1.7% | +2.2% | +3.1% |
| 30D | +17.7% | +11.4% | +6.2% | +12.4% |
| 3M | +39.4% | +33.0% | +6.4% | +23.2% |
| 6M | +6.4% | -6.0% | +12.4% | +8.7% |
| YTD | +34.0% | +24.6% | +9.4% | +22.4% |
| 1Y | +50.5% | +105.0% | -54.5% | +13.3% |
| 3Y | +280.3% | +837.9% | -557.6% | +55.7% |
| 5Y | +266.3% | +817.0% | -550.6% | +41.0% |
| All | +266.3% | +804.8% | -538.5% | +41.0% |
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 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