+5,565.9%
WWD vs IAG
+377.5%
+5,188.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.3% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | -7.2% | +28.9% | -36.1% | -9.9% |
| 3M | -3.8% | +19.1% | -23.0% | -6.1% |
| 6M | -9.9% | -10.3% | +0.3% | -9.6% |
| YTD | +14.8% | +24.2% | -9.4% | +10.9% |
| 1Y | +42.1% | +116.5% | -74.4% | +29.1% |
| 3Y | +170.8% | +742.8% | -572.0% | +108.3% |
| 5Y | +197.5% | +753.3% | -555.8% | +120.0% |
| 10Y | +477.8% | +403.2% | +74.6% | +315.2% |
| All | +5,565.9% | +377.5% | +5,188.4% | +3,352.1% |
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