+74.6%
AG vs WST
+325.7%
-251.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -0.1% | -1.7% | +1.6% | +0.2% |
| 30D | +12.5% | -4.3% | +16.8% | +13.4% |
| 3M | +28.2% | +0.7% | +27.4% | +28.0% |
| 6M | -18.8% | +36.0% | -54.9% | -23.5% |
| YTD | +27.4% | +22.7% | +4.6% | +22.1% |
| 1Y | +132.2% | +34.1% | +98.1% | +118.2% |
| 3Y | +286.9% | -13.6% | +300.4% | +277.5% |
| 5Y | +72.8% | -26.0% | +98.8% | +64.6% |
| 10Y | +74.6% | +335.8% | -261.2% | +61.9% |
| All | +74.6% | +325.7% | -251.1% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling