+23.6%
AGG vs W
+177.7%
-154.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +0.1% | +6.5% | -6.4% | +0.1% |
| 30D | -0.4% | -6.2% | +5.8% | -0.3% |
| 3M | -0.3% | +48.9% | -49.1% | -0.9% |
| 6M | -1.2% | +31.2% | -32.4% | -1.7% |
| YTD | -0.4% | -0.4% | +0.1% | -0.6% |
| 1Y | +0.4% | +14.8% | -14.4% | -0.1% |
| 3Y | +13.4% | +40.5% | -27.1% | +11.9% |
| 5Y | -1.4% | -62.1% | +60.7% | -2.9% |
| 10Y | +14.8% | +141.5% | -126.7% | +11.2% |
| All | +23.6% | +177.7% | -154.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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