+71.9%
AG vs WST
+446.4%
-374.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.7% | -5.8% |
| 7D | +6.0% | +1.4% | +4.6% | +5.7% |
| 30D | -13.5% | +12.7% | -26.3% | -15.5% |
| 3M | -20.7% | +17.2% | -37.8% | -23.0% |
| 6M | -31.5% | +26.7% | -58.2% | -34.6% |
| YTD | -10.1% | +50.3% | -60.4% | -17.3% |
| 1Y | +26.0% | +50.2% | -24.2% | +16.0% |
| 3Y | +228.9% | +21.7% | +207.2% | +199.2% |
| 5Y | +8.7% | +2.0% | +6.6% | -1.6% |
| 10Y | +71.9% | +451.1% | -379.2% | +38.2% |
| All | +71.9% | +446.4% | -374.5% | +38.2% |
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