-50.5%
AIG vs WWD
+15,025.1%
-15,075.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | -1.4% | +0.6% | -2.1% | -1.7% |
| 30D | -3.3% | -5.1% | +1.8% | -1.5% |
| 3M | +2.2% | -11.2% | +13.4% | +6.1% |
| 6M | -2.1% | -12.0% | +9.9% | +1.1% |
| YTD | -11.2% | +12.0% | -23.2% | -17.6% |
| 1Y | -2.1% | +42.8% | -44.9% | -18.6% |
| 3Y | +34.4% | +168.9% | -134.6% | -16.9% |
| 5Y | +53.7% | +192.2% | -138.5% | -10.0% |
| 10Y | +64.4% | +495.3% | -430.9% | -28.4% |
| All | -50.5% | +15,025.1% | -15,075.6% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling