-89.8%
AIG vs WCC
+1,734.6%
-1,824.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | -1.4% | +6.8% | -8.2% | -3.6% |
| 30D | -3.3% | -3.0% | -0.3% | -2.7% |
| 3M | +2.2% | +0.2% | +2.0% | +0.6% |
| 6M | -2.1% | +33.2% | -35.3% | -13.2% |
| YTD | -11.2% | +45.8% | -57.0% | -24.0% |
| 1Y | -2.1% | +68.4% | -70.5% | -20.9% |
| 3Y | +34.4% | +131.1% | -96.8% | -9.3% |
| 5Y | +53.7% | +225.6% | -171.9% | -12.2% |
| 10Y | +64.4% | +534.2% | -469.8% | -31.2% |
| All | -89.8% | +1,734.6% | -1,824.4% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling