+131.7%
AG vs WSM
+19.9%
+111.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.8% |
| 7D | +1.0% | -3.3% | +4.3% | +2.3% |
| 30D | +19.2% | -8.4% | +27.6% | +23.4% |
| 3M | +6.2% | +9.7% | -3.5% | +2.5% |
| 6M | -26.7% | +16.7% | -43.4% | -31.2% |
| YTD | +26.1% | +28.7% | -2.6% | +16.6% |
| 1Y | +131.7% | +13.7% | +118.0% | +111.1% |
| All | +131.7% | +19.9% | +111.8% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling