+336.4%
WM vs AIG
+71.9%
+264.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.9% | -1.1% |
| 7D | +1.2% | -5.1% | +6.3% | +2.5% |
| 30D | +13.1% | +2.8% | +10.3% | +12.4% |
| 3M | +3.6% | -2.1% | +5.8% | +4.1% |
| 6M | +8.1% | +1.4% | +6.7% | +7.6% |
| YTD | +8.9% | -7.4% | +16.3% | +10.4% |
| 1Y | +20.3% | +4.4% | +15.9% | +18.5% |
| 3Y | +46.2% | +30.0% | +16.2% | +35.4% |
| 5Y | +59.9% | +47.9% | +12.0% | +41.0% |
| All | +336.4% | +71.9% | +264.5% | +239.5% |
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