+328.7%
WM vs AIG
+70.6%
+258.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.4% |
| 7D | -0.5% | -3.4% | +2.9% | +0.3% |
| 30D | +13.3% | +3.4% | +9.9% | +12.4% |
| 3M | +4.4% | +1.7% | +2.6% | +3.9% |
| 6M | +10.8% | +5.7% | +5.2% | +9.3% |
| YTD | +9.1% | -5.1% | +14.2% | +10.0% |
| 1Y | +19.1% | +6.1% | +13.1% | +16.8% |
| 3Y | +45.7% | +35.5% | +10.2% | +33.6% |
| 5Y | +60.4% | +51.9% | +8.5% | +40.5% |
| 10Y | +328.7% | +68.2% | +260.5% | +233.0% |
| All | +328.7% | +70.6% | +258.2% | +233.0% |
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