+445.6%
AG vs WAB
+1,836.7%
-1,391.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | +1.0% | -3.2% | +4.2% | +2.4% |
| 30D | +19.2% | -4.4% | +23.6% | +21.3% |
| 3M | +6.2% | +7.9% | -1.7% | +2.6% |
| 6M | -26.7% | +8.7% | -35.4% | -29.0% |
| YTD | +26.1% | +33.0% | -6.9% | +12.9% |
| 1Y | +131.7% | +46.7% | +85.0% | +100.2% |
| 3Y | +255.3% | +153.0% | +102.4% | +147.6% |
| 5Y | +61.9% | +222.3% | -160.3% | +2.0% |
| 10Y | +72.0% | +291.0% | -219.0% | -11.2% |
| All | +445.6% | +1,836.7% | -1,391.1% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling