+5,933.7%
WPM vs IAG
+238.8%
+5,694.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.1% |
| 7D | +7.0% | +4.3% | +2.8% | +4.6% |
| 30D | +15.7% | +9.8% | +6.0% | +10.1% |
| 3M | +35.2% | +28.9% | +6.3% | +17.2% |
| 6M | +6.1% | -7.6% | +13.7% | +10.3% |
| YTD | +32.6% | +22.0% | +10.6% | +17.4% |
| 1Y | +46.9% | +99.5% | -52.6% | -1.9% |
| 3Y | +276.3% | +818.3% | -542.0% | -5.5% |
| 5Y | +260.0% | +785.9% | -525.9% | -23.7% |
| 10Y | +508.5% | +381.1% | +127.4% | +33.2% |
| All | +5,933.7% | +238.8% | +5,694.9% | +894.3% |
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