+445.6%
AG vs WU
-28.7%
+474.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | +1.0% | -0.8% | +1.8% | +1.4% |
| 30D | +19.2% | -1.1% | +20.3% | +19.5% |
| 3M | +6.2% | -3.9% | +10.0% | +6.6% |
| 6M | -26.7% | -20.7% | -6.0% | -21.7% |
| YTD | +26.1% | -18.4% | +44.5% | +32.8% |
| 1Y | +131.7% | -8.1% | +139.7% | +132.5% |
| 3Y | +255.3% | -24.2% | +279.5% | +272.5% |
| 5Y | +61.9% | -50.4% | +112.4% | +93.6% |
| 10Y | +72.0% | -40.0% | +112.1% | +78.2% |
| All | +445.6% | -28.7% | +474.4% | +320.8% |
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