-68.5%
AIG vs WAT
+10,644.3%
-10,712.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.6% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -5.2% | -1.0% | -4.2% | -5.0% |
| 3M | +1.5% | +10.9% | -9.4% | -1.7% |
| 6M | -3.9% | +33.2% | -37.1% | -12.2% |
| YTD | -11.6% | +6.1% | -17.7% | -14.4% |
| 1Y | -2.9% | +30.2% | -33.2% | -11.6% |
| 3Y | +33.7% | +52.9% | -19.1% | +12.2% |
| 5Y | +52.7% | -5.1% | +57.8% | +44.6% |
| 10Y | +62.6% | +152.6% | -90.0% | +16.2% |
| All | -68.5% | +10,644.3% | -10,712.7% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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