+2,296.2%
WSM vs IAG
+377.5%
+1,918.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.2% |
| 7D | -3.3% | -0.5% | -2.7% | -3.2% |
| 30D | -8.4% | +28.9% | -37.3% | -10.2% |
| 3M | +9.7% | +19.1% | -9.5% | +7.9% |
| 6M | +16.7% | -10.3% | +26.9% | +16.8% |
| YTD | +28.7% | +24.2% | +4.5% | +25.4% |
| 1Y | +13.7% | +116.5% | -102.8% | +6.2% |
| 3Y | +230.1% | +742.8% | -512.7% | +174.5% |
| 5Y | +179.0% | +753.3% | -574.4% | +125.7% |
| 10Y | +1,002.5% | +403.2% | +599.3% | +777.5% |
| All | +2,296.2% | +377.5% | +1,918.7% | +1,638.0% |
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 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