+445.6%
AG vs WST
+1,562.3%
-1,116.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | +1.0% | +0.7% | +0.3% | +0.8% |
| 30D | +19.2% | -3.1% | +22.3% | +20.3% |
| 3M | +6.2% | +7.2% | -1.1% | +4.3% |
| 6M | -26.7% | +36.8% | -63.5% | -32.8% |
| YTD | +26.1% | +23.8% | +2.3% | +18.3% |
| 1Y | +131.7% | +37.8% | +93.9% | +110.3% |
| 3Y | +255.3% | -15.9% | +271.2% | +245.8% |
| 5Y | +61.9% | -25.8% | +87.8% | +58.3% |
| 10Y | +72.0% | +319.6% | -247.6% | -6.0% |
| All | +445.6% | +1,562.3% | -1,116.6% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling