+916.1%
WDC vs AIG
+53.2%
+862.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -4.3% | -1.2% | -3.2% | -3.9% |
| 30D | -1.5% | -1.1% | -0.4% | -1.2% |
| 3M | -15.5% | +0.7% | -16.2% | -16.6% |
| 6M | +66.5% | -2.2% | +68.6% | +65.6% |
| YTD | +159.9% | -10.8% | +170.7% | +167.2% |
| 1Y | +366.0% | -2.0% | +368.0% | +349.5% |
| 3Y | +1,285.8% | +34.8% | +1,251.0% | +981.9% |
| All | +916.1% | +53.2% | +862.9% | +625.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling