+192.2%
WWD vs IAG
+804.8%
-612.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | +0.6% | +1.7% | -1.0% | +0.4% |
| 30D | -5.1% | +11.4% | -16.5% | -6.5% |
| 3M | -11.2% | +33.0% | -44.3% | -14.6% |
| 6M | -12.0% | -6.0% | -6.0% | -12.4% |
| YTD | +12.0% | +24.6% | -12.6% | +7.8% |
| 1Y | +42.8% | +105.0% | -62.2% | +30.5% |
| 3Y | +168.9% | +837.9% | -669.0% | +107.4% |
| 5Y | +192.2% | +817.0% | -624.8% | +109.0% |
| All | +192.2% | +804.8% | -612.6% | +109.0% |
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