+179.3%
WSM vs IAG
+820.9%
-641.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -0.5% | -1.1% | +0.6% | -0.4% |
| 30D | -7.7% | +12.1% | -19.8% | -8.9% |
| 3M | +3.8% | +25.5% | -21.8% | +1.0% |
| 6M | +22.7% | -7.1% | +29.8% | +22.3% |
| YTD | +28.0% | +22.9% | +5.1% | +23.5% |
| 1Y | +12.7% | +83.3% | -70.6% | +3.9% |
| 3Y | +231.3% | +808.5% | -577.2% | +145.8% |
| All | +179.3% | +820.9% | -641.6% | +94.4% |
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