-4.5%
AIG vs WWD
+41.9%
-46.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -0.9% | +1.3% | -2.2% | -1.0% |
| 30D | -4.9% | -7.2% | +2.3% | -4.4% |
| 3M | +4.5% | -3.8% | +8.3% | +4.3% |
| 6M | -1.4% | -9.9% | +8.5% | -1.3% |
| YTD | -9.8% | +14.8% | -24.6% | -10.4% |
| 1Y | -4.5% | +42.1% | -46.6% | -7.3% |
| All | -4.5% | +41.9% | -46.4% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling