+18,229.0%
WDC vs AIG
-23.1%
+18,252.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.6% |
| 7D | +6.0% | -1.6% | +7.6% | +6.4% |
| 30D | +9.9% | -5.2% | +15.1% | +11.3% |
| 3M | -9.4% | +1.5% | -10.8% | -10.2% |
| 6M | +94.7% | -3.9% | +98.7% | +94.9% |
| YTD | +177.4% | -11.6% | +189.0% | +181.8% |
| 1Y | +412.6% | -2.9% | +415.5% | +406.3% |
| 3Y | +1,359.8% | +33.7% | +1,326.0% | +1,228.9% |
| 5Y | +992.6% | +52.7% | +939.9% | +863.5% |
| 10Y | +1,245.5% | +62.6% | +1,182.9% | +1,048.7% |
| All | +18,229.0% | -23.1% | +18,252.1% | +11,489.4% |
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 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