+1,188.5%
WDC vs AIG
+66.2%
+1,122.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.2% |
| 7D | -4.3% | -1.2% | -3.2% | -3.8% |
| 30D | -1.5% | -1.1% | -0.4% | -1.1% |
| 3M | -15.5% | +0.7% | -16.2% | -16.9% |
| 6M | +66.5% | -2.2% | +68.6% | +64.9% |
| YTD | +159.9% | -10.8% | +170.7% | +167.7% |
| 1Y | +366.0% | -2.0% | +368.0% | +347.5% |
| 3Y | +1,285.8% | +34.8% | +1,251.0% | +975.0% |
| 5Y | +925.6% | +55.0% | +870.5% | +615.2% |
| All | +1,188.5% | +66.2% | +1,122.4% | +641.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling