+61.6%
AG vs WAB
+296.8%
-235.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.3% |
| 7D | -6.7% | +0.1% | -6.9% | -6.8% |
| 30D | +2.2% | -4.1% | +6.2% | +3.7% |
| 3M | +15.7% | +8.2% | +7.5% | +12.0% |
| 6M | -23.8% | +15.4% | -39.2% | -27.6% |
| YTD | +17.6% | +33.1% | -15.5% | +6.9% |
| 1Y | +88.6% | +48.1% | +40.6% | +65.8% |
| 3Y | +253.4% | +167.7% | +85.7% | +160.5% |
| 5Y | +62.4% | +225.7% | -163.3% | +12.9% |
| All | +61.6% | +296.8% | -235.2% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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