+366.0%
WDC vs AIG
-1.2%
+367.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -2.7% |
| 7D | -4.3% | -1.2% | -3.2% | -5.1% |
| 30D | -1.5% | -1.1% | -0.4% | -2.1% |
| 3M | -15.5% | +0.7% | -16.2% | -14.1% |
| 6M | +66.5% | -2.2% | +68.6% | +67.5% |
| YTD | +159.9% | -10.8% | +170.7% | +145.2% |
| 1Y | +366.0% | -2.0% | +368.0% | +362.3% |
| All | +366.0% | -1.2% | +367.1% | +362.3% |
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