+65.5%
AIG vs WST
+456.5%
-391.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.1% |
| 7D | +6.6% | +4.2% | +2.4% | +5.8% |
| 30D | +7.0% | +11.2% | -4.2% | +5.0% |
| 3M | +9.7% | +20.4% | -10.7% | +6.1% |
| 6M | +10.8% | +37.9% | -27.1% | +4.4% |
| YTD | -1.3% | +51.8% | -53.1% | -9.0% |
| 1Y | +8.4% | +56.6% | -48.3% | -0.7% |
| 3Y | +39.0% | +24.2% | +14.8% | +26.1% |
| 5Y | +59.6% | +0.7% | +58.9% | +49.0% |
| All | +65.5% | +456.5% | -391.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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