+131.7%
AG vs WST
+37.6%
+94.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | +1.0% | +0.7% | +0.3% | +0.9% |
| 30D | +19.2% | -3.1% | +22.3% | +19.7% |
| 3M | +6.2% | +7.2% | -1.1% | +5.8% |
| 6M | -26.7% | +36.8% | -63.5% | -28.7% |
| YTD | +26.1% | +23.8% | +2.3% | +21.9% |
| 1Y | +131.7% | +37.8% | +93.9% | +122.0% |
| All | +131.7% | +37.6% | +94.1% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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