+264.1%
AG vs WAB
+164.6%
+99.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.8% |
| 7D | -5.8% | -0.2% | -5.6% | -5.7% |
| 30D | +6.4% | -5.9% | +12.2% | +10.9% |
| 3M | +28.4% | +9.4% | +19.0% | +18.9% |
| 6M | -24.5% | +13.8% | -38.3% | -31.8% |
| YTD | +21.2% | +31.8% | -10.6% | +0.1% |
| 1Y | +114.1% | +48.5% | +65.6% | +64.9% |
| All | +264.1% | +164.6% | +99.5% | +129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling