+302.9%
WM vs AIG
+61.7%
+241.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.5% | -0.1% |
| 7D | -0.9% | -1.6% | +0.7% | -0.5% |
| 30D | -4.3% | -5.2% | +0.9% | -3.1% |
| 3M | +0.8% | +1.5% | -0.7% | +0.4% |
| 6M | -10.8% | -3.9% | -6.8% | -10.1% |
| YTD | -0.1% | -11.6% | +11.6% | +2.5% |
| 1Y | +1.0% | -2.9% | +3.9% | +1.1% |
| 3Y | +45.1% | +33.7% | +11.4% | +33.3% |
| 5Y | +52.1% | +52.7% | -0.6% | +32.7% |
| 10Y | +302.9% | +62.6% | +240.3% | +207.4% |
| All | +302.9% | +61.7% | +241.3% | +207.4% |
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 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