+65.7%
AG vs WU
-38.9%
+104.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.7% |
| 7D | -10.0% | -2.0% | -7.9% | -9.6% |
| 30D | -10.5% | +11.4% | -21.9% | -12.6% |
| 3M | -27.3% | -6.8% | -20.4% | -26.4% |
| 6M | -43.0% | -14.6% | -28.4% | -41.6% |
| YTD | -17.9% | -20.6% | +2.7% | -15.1% |
| 1Y | +11.9% | -15.4% | +27.3% | +14.2% |
| 3Y | +201.8% | -23.6% | +225.4% | +210.8% |
| 5Y | -0.1% | -43.4% | +43.3% | +8.5% |
| All | +65.7% | -38.9% | +104.6% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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