+66.5%
AG vs WWD
+490.2%
-423.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.3% |
| 7D | -5.8% | -2.9% | -2.9% | -4.8% |
| 30D | +6.4% | -6.6% | +13.0% | +8.9% |
| 3M | +28.4% | -9.3% | +37.7% | +32.6% |
| 6M | -24.5% | -13.6% | -10.8% | -20.6% |
| YTD | +21.2% | +10.4% | +10.8% | +17.3% |
| 1Y | +114.1% | +39.9% | +74.2% | +90.7% |
| 3Y | +268.0% | +165.0% | +103.0% | +160.9% |
| 5Y | +67.3% | +183.8% | -116.5% | +13.7% |
| All | +66.5% | +490.2% | -423.7% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling