+113.2%
WDC vs AIG
+6.0%
+107.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.5% | -8.2% | -5.6% |
| 7D | -18.3% | +2.3% | -20.6% | -16.7% |
| 30D | -26.7% | +8.8% | -35.4% | -21.6% |
| 3M | -40.9% | +3.7% | -44.6% | -39.0% |
| 6M | -26.8% | +6.8% | -33.5% | -20.7% |
| YTD | +88.2% | -2.6% | +90.8% | +89.2% |
| 1Y | +113.2% | +3.7% | +109.5% | +106.9% |
| All | +113.2% | +6.0% | +107.2% | +106.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling