-27.0%
WST vs IAG
+766.8%
-793.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.5% |
| 7D | -0.3% | +4.3% | -4.5% | -0.6% |
| 30D | -4.6% | +9.8% | -14.4% | -5.4% |
| 3M | +5.7% | +28.9% | -23.2% | +3.1% |
| 6M | +37.6% | -7.6% | +45.2% | +37.4% |
| YTD | +23.0% | +22.0% | +1.1% | +19.4% |
| 1Y | +33.8% | +99.5% | -65.7% | +23.7% |
| 3Y | -13.4% | +818.3% | -831.6% | -34.5% |
| 5Y | -27.0% | +785.9% | -812.9% | -45.4% |
| All | -27.0% | +766.8% | -793.8% | -45.4% |
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