+64.2%
AIG vs WCC
+541.6%
-477.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -1.0% |
| 7D | -1.2% | +1.5% | -2.7% | -1.8% |
| 30D | -1.1% | -2.1% | +1.1% | -0.7% |
| 3M | +0.7% | +3.8% | -3.1% | -2.3% |
| 6M | -2.2% | +35.0% | -37.1% | -15.4% |
| YTD | -10.8% | +46.4% | -57.2% | -25.9% |
| 1Y | -2.0% | +63.0% | -65.0% | -22.9% |
| 3Y | +34.8% | +133.9% | -99.1% | -17.6% |
| 5Y | +55.0% | +226.5% | -171.5% | -26.1% |
| All | +64.2% | +541.6% | -477.5% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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