+264.0%
AG vs WU
-31.6%
+295.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -4.9% |
| 7D | -6.0% | -5.3% | -0.8% | -4.4% |
| 30D | -14.3% | +9.0% | -23.3% | -17.0% |
| 3M | -26.9% | -3.6% | -23.4% | -26.4% |
| 6M | -42.1% | -19.4% | -22.7% | -38.6% |
| YTD | -15.9% | -21.7% | +5.8% | -10.5% |
| 1Y | +11.5% | -16.1% | +27.6% | +15.8% |
| 3Y | +208.0% | -24.1% | +232.1% | +223.0% |
| 5Y | +2.4% | -44.1% | +46.6% | +16.9% |
| 10Y | +77.0% | -39.6% | +116.6% | +81.8% |
| All | +264.0% | -31.6% | +295.7% | +183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling