+293.4%
WBD vs AIG
-89.4%
+382.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.7% | -1.4% | -0.2% | -1.4% |
| 30D | +3.9% | -3.3% | +7.2% | +4.5% |
| 3M | +5.1% | +2.2% | +2.9% | +4.5% |
| 6M | +0.6% | -2.1% | +2.7% | +0.7% |
| YTD | -3.2% | -11.2% | +8.0% | -1.4% |
| 1Y | +127.7% | -2.1% | +129.8% | +127.4% |
| 3Y | +146.6% | +34.4% | +112.2% | +132.7% |
| 5Y | +4.2% | +53.7% | -49.5% | -3.7% |
| 10Y | +13.7% | +64.4% | -50.7% | +0.7% |
| All | +293.4% | -89.4% | +382.8% | +392.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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