+255.2%
AG vs WAB
+1,940.1%
-1,684.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -10.0% | +5.1% | -15.0% | -11.8% |
| 30D | -10.5% | +4.0% | -14.5% | -11.8% |
| 3M | -27.3% | +0.1% | -27.4% | -27.3% |
| 6M | -43.0% | +12.8% | -55.8% | -45.8% |
| YTD | -17.9% | +40.1% | -58.0% | -28.0% |
| 1Y | +11.9% | +46.4% | -34.4% | -3.4% |
| 3Y | +201.8% | +167.4% | +34.4% | +106.5% |
| 5Y | -0.1% | +215.0% | -215.1% | -36.6% |
| 10Y | +72.7% | +269.2% | -196.5% | -8.1% |
| All | +255.2% | +1,940.1% | -1,684.9% | -20.6% |
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 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