+445.6%
AG vs WCC
+452.8%
-7.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.8% | -3.4% |
| 7D | +1.0% | +4.5% | -3.5% | -0.7% |
| 30D | +19.2% | -5.8% | +25.0% | +21.6% |
| 3M | +6.2% | -3.7% | +9.8% | +7.3% |
| 6M | -26.7% | +23.1% | -49.7% | -32.4% |
| YTD | +26.1% | +44.2% | -18.0% | +9.5% |
| 1Y | +131.7% | +62.1% | +69.6% | +93.1% |
| 3Y | +255.3% | +121.1% | +134.2% | +149.9% |
| 5Y | +61.9% | +214.0% | -152.0% | -7.4% |
| 10Y | +72.0% | +472.8% | -400.8% | -34.2% |
| All | +445.6% | +452.8% | -7.2% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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