+75.9%
AG vs WAB
+220.4%
-144.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +3.0% |
| 7D | -0.1% | +0.2% | -0.3% | -0.3% |
| 30D | +12.5% | -4.6% | +17.0% | +15.7% |
| 3M | +28.2% | +5.6% | +22.5% | +22.8% |
| 6M | -18.8% | +13.8% | -32.6% | -25.6% |
| YTD | +27.4% | +31.9% | -4.5% | +7.5% |
| 1Y | +132.2% | +48.3% | +83.9% | +83.9% |
| 3Y | +286.9% | +167.1% | +119.7% | +119.2% |
| All | +75.9% | +220.4% | -144.5% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling