+8,240.4%
WST vs IAG
+299.6%
+7,940.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.8% | -0.1% |
| 7D | +4.9% | -2.1% | +6.9% | +4.9% |
| 30D | +10.7% | -6.2% | +16.9% | +10.9% |
| 3M | +16.8% | -5.1% | +22.0% | +16.9% |
| 6M | +32.0% | -10.0% | +41.9% | +32.1% |
| YTD | +49.9% | +3.9% | +46.0% | +48.5% |
| 1Y | +50.6% | +18.9% | +31.8% | +48.3% |
| 3Y | +21.4% | +651.8% | -630.3% | +8.5% |
| 5Y | -0.6% | +416.3% | -416.8% | -11.5% |
| 10Y | +449.4% | +377.4% | +72.0% | +378.7% |
| All | +8,240.4% | +299.6% | +7,940.8% | +7,037.8% |
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