+255.2%
AG vs WEC
+862.1%
-606.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -10.0% | +1.5% | -11.5% | -10.6% |
| 30D | -10.5% | +10.2% | -20.7% | -14.8% |
| 3M | -27.3% | +7.6% | -34.8% | -30.1% |
| 6M | -43.0% | +6.6% | -49.6% | -45.3% |
| YTD | -17.9% | +14.4% | -32.3% | -24.0% |
| 1Y | +11.9% | +8.8% | +3.1% | +6.1% |
| 3Y | +201.8% | +63.3% | +138.5% | +128.8% |
| 5Y | -0.1% | +56.0% | -56.1% | -22.5% |
| 10Y | +72.7% | +193.5% | -120.8% | -18.5% |
| All | +255.2% | +862.1% | -606.9% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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