-14.4%
WST vs IAG
+817.0%
-831.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.3% |
| 7D | -1.7% | +1.7% | -3.3% | -1.7% |
| 30D | -4.3% | +11.4% | -15.8% | -4.8% |
| 3M | +0.7% | +33.0% | -32.3% | -0.6% |
| 6M | +36.0% | -6.0% | +42.0% | +35.7% |
| YTD | +22.7% | +24.6% | -1.8% | +21.0% |
| 1Y | +34.1% | +105.0% | -70.9% | +29.3% |
| All | -14.4% | +817.0% | -831.4% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling