+98.1%
AGG vs WEC
+1,337.2%
-1,239.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +0.1% | +0.8% | -0.7% | +0.1% |
| 30D | -0.4% | +0.3% | -0.7% | -0.4% |
| 3M | -0.3% | -2.9% | +2.7% | -0.2% |
| 6M | -1.2% | -5.9% | +4.7% | -1.1% |
| YTD | -0.4% | +4.1% | -4.5% | -0.5% |
| 1Y | +0.4% | +3.1% | -2.7% | +0.3% |
| 3Y | +13.4% | +40.8% | -27.3% | +12.2% |
| 5Y | -1.4% | +31.7% | -33.1% | -2.4% |
| 10Y | +14.8% | +141.1% | -126.3% | +12.1% |
| All | +98.1% | +1,337.2% | -1,239.1% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WEC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling