+474.4%
WWD vs IAG
+423.2%
+51.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.3% |
| 7D | -2.9% | -4.1% | +1.2% | -2.5% |
| 30D | -6.6% | +10.6% | -17.2% | -7.6% |
| 3M | -9.3% | +35.4% | -44.7% | -12.1% |
| 6M | -13.6% | -9.5% | -4.1% | -13.5% |
| YTD | +10.4% | +21.8% | -11.5% | +7.4% |
| 1Y | +39.9% | +84.1% | -44.3% | +31.4% |
| 3Y | +165.0% | +817.4% | -652.3% | +116.4% |
| 5Y | +183.8% | +830.1% | -646.3% | +124.3% |
| All | +474.4% | +423.2% | +51.2% | +356.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling