+284.3%
AG vs WST
+1,918.7%
-1,634.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.0% | +1.0% | -5.0% | -4.2% |
| 30D | -13.1% | +12.3% | -25.4% | -15.6% |
| 3M | -22.0% | +17.5% | -39.5% | -25.2% |
| 6M | -37.3% | +28.2% | -65.4% | -41.3% |
| YTD | -11.2% | +50.4% | -61.6% | -20.8% |
| 1Y | +23.9% | +49.3% | -25.3% | +10.6% |
| 3Y | +225.1% | +21.8% | +203.3% | +185.6% |
| 5Y | +7.7% | +0.3% | +7.4% | -2.6% |
| 10Y | +86.9% | +451.2% | -364.3% | -5.3% |
| All | +284.3% | +1,918.7% | -1,634.3% | -12.8% |
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