+6,789.6%
WST vs IAG
+377.5%
+6,412.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | +0.7% | -0.5% | +1.3% | +0.8% |
| 30D | -3.1% | +28.9% | -32.0% | -4.3% |
| 3M | +7.2% | +19.1% | -11.9% | +6.2% |
| 6M | +36.8% | -10.3% | +47.1% | +36.9% |
| YTD | +23.8% | +24.2% | -0.3% | +21.9% |
| 1Y | +37.8% | +116.5% | -78.7% | +32.0% |
| 3Y | -15.9% | +742.8% | -758.7% | -25.2% |
| 5Y | -25.8% | +753.3% | -779.2% | -35.1% |
| 10Y | +319.6% | +403.2% | -83.6% | +264.1% |
| All | +6,789.6% | +377.5% | +6,412.1% | +5,757.6% |
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