+131.7%
AG vs WWD
+41.9%
+89.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.5% |
| 7D | +1.0% | +1.3% | -0.3% | +0.3% |
| 30D | +19.2% | -7.2% | +26.3% | +23.8% |
| 3M | +6.2% | -3.8% | +10.0% | +7.3% |
| 6M | -26.7% | -9.9% | -16.8% | -23.6% |
| YTD | +26.1% | +14.8% | +11.3% | +21.0% |
| 1Y | +131.7% | +42.1% | +89.6% | +105.6% |
| All | +131.7% | +41.9% | +89.8% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling