+61.6%
AG vs WSM
+1,071.8%
-1,010.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.1% |
| 7D | -6.7% | -0.5% | -6.2% | -6.6% |
| 30D | +2.2% | -7.7% | +9.9% | +3.8% |
| 3M | +15.7% | +3.8% | +11.9% | +14.8% |
| 6M | -23.8% | +22.7% | -46.5% | -26.8% |
| YTD | +17.6% | +28.0% | -10.4% | +12.1% |
| 1Y | +88.6% | +12.7% | +75.9% | +83.5% |
| 3Y | +253.4% | +231.3% | +22.2% | +176.6% |
| 5Y | +62.4% | +177.2% | -114.8% | +27.0% |
| All | +61.6% | +1,071.8% | -1,010.1% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling