+65.7%
AG vs WWD
+439.4%
-373.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -10.0% | +4.0% | -13.9% | -11.2% |
| 30D | -10.5% | +0.4% | -10.9% | -10.7% |
| 3M | -27.3% | -7.9% | -19.3% | -25.2% |
| 6M | -43.0% | -10.6% | -32.3% | -40.8% |
| YTD | -17.9% | +9.4% | -27.3% | -20.3% |
| 1Y | +11.9% | +25.7% | -13.8% | +3.5% |
| 3Y | +201.8% | +148.5% | +53.3% | +120.3% |
| 5Y | -0.1% | +189.5% | -189.6% | -32.0% |
| All | +65.7% | +439.4% | -373.7% | -14.5% |
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