+41.1%
WSM vs IAG
+56.5%
-15.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +10.2% | -3.8% | +5.4% |
| 7D | +8.0% | +1.1% | +6.9% | +7.7% |
| 30D | +13.5% | -5.3% | +18.7% | +13.7% |
| 3M | +8.8% | +18.0% | -9.2% | +6.7% |
| 6M | +54.7% | +7.1% | +47.6% | +52.3% |
| YTD | +53.3% | +5.9% | +47.3% | +50.6% |
| 1Y | +41.1% | +59.4% | -18.3% | +26.5% |
| All | +41.1% | +56.5% | -15.4% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling