-85.7%
AIG vs WCN
+6,687.0%
-6,772.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.8% |
| 7D | -1.4% | -1.7% | +0.3% | -0.9% |
| 30D | -3.3% | -3.0% | -0.3% | -2.4% |
| 3M | +2.2% | +2.5% | -0.4% | +1.2% |
| 6M | -2.1% | -5.7% | +3.6% | -0.7% |
| YTD | -11.2% | -7.4% | -3.7% | -9.5% |
| 1Y | -2.1% | -8.6% | +6.5% | 0.0% |
| 3Y | +34.4% | +19.4% | +15.0% | +25.3% |
| 5Y | +53.7% | +27.2% | +26.5% | +39.6% |
| 10Y | +64.4% | +238.5% | -174.1% | +12.8% |
| All | -85.7% | +6,687.0% | -6,772.6% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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