+8,002.3%
WST vs IAG
+337.4%
+7,664.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.2% | -5.3% | +1.5% |
| 7D | -3.1% | +21.4% | -24.5% | -4.0% |
| 30D | +9.1% | +4.0% | +5.0% | +8.8% |
| 3M | +14.7% | +17.0% | -2.3% | +13.7% |
| 6M | +28.0% | +1.4% | +26.6% | +27.4% |
| YTD | +45.6% | +13.8% | +31.9% | +43.7% |
| 1Y | +45.7% | +55.8% | -10.2% | +41.7% |
| 3Y | +21.1% | +647.4% | -626.3% | +8.2% |
| 5Y | +0.3% | +519.1% | -518.8% | -11.3% |
| 10Y | +449.0% | +345.6% | +103.4% | +379.0% |
| All | +8,002.3% | +337.4% | +7,664.9% | +6,807.4% |
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 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