+288.7%
AG vs WEC
+857.3%
-568.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.7% | -5.8% |
| 7D | +6.0% | +1.4% | +4.6% | +5.3% |
| 30D | -13.5% | +12.8% | -26.3% | -18.7% |
| 3M | -20.7% | +11.2% | -31.9% | -25.1% |
| 6M | -31.5% | +6.6% | -38.1% | -34.3% |
| YTD | -10.1% | +13.8% | -24.0% | -16.6% |
| 1Y | +26.0% | +7.6% | +18.4% | +20.1% |
| 3Y | +228.9% | +62.2% | +166.7% | +150.2% |
| 5Y | +8.7% | +52.0% | -43.3% | -14.7% |
| 10Y | +71.9% | +189.4% | -117.5% | -18.1% |
| All | +288.7% | +857.3% | -568.5% | -29.2% |
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