+67.3%
AG vs WSM
+171.2%
-103.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.4% |
| 7D | -5.8% | +0.4% | -6.2% | -5.9% |
| 30D | +6.4% | -10.7% | +17.1% | +9.5% |
| 3M | +28.4% | +8.5% | +19.9% | +25.7% |
| 6M | -24.5% | +19.6% | -44.1% | -28.0% |
| YTD | +21.2% | +26.6% | -5.4% | +13.9% |
| 1Y | +114.1% | +12.0% | +102.1% | +106.6% |
| 3Y | +268.0% | +226.6% | +41.4% | +156.3% |
| 5Y | +67.3% | +174.1% | -106.8% | +16.3% |
| All | +67.3% | +171.2% | -103.9% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling