+156.0%
WY vs IAG
+377.5%
-221.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.1% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | -10.1% | +28.9% | -39.0% | -12.5% |
| 3M | -5.1% | +19.1% | -24.3% | -7.3% |
| 6M | -4.8% | -10.3% | +5.5% | -4.6% |
| YTD | -0.2% | +24.2% | -24.4% | -3.9% |
| 1Y | -6.6% | +116.5% | -123.1% | -15.6% |
| 3Y | -22.7% | +742.8% | -765.5% | -41.5% |
| 5Y | -22.2% | +753.3% | -775.5% | -43.4% |
| 10Y | +7.3% | +403.2% | -395.9% | -23.8% |
| All | +156.0% | +377.5% | -221.5% | +45.6% |
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