-1.4%
AGG vs WM
+53.3%
-54.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | -0.4% | -4.3% | +4.0% | -0.2% |
| 3M | -0.3% | +0.8% | -1.0% | -0.3% |
| 6M | -1.2% | -10.8% | +9.5% | -0.8% |
| YTD | -0.4% | -0.1% | -0.3% | -0.4% |
| 1Y | +0.4% | +1.0% | -0.6% | +0.2% |
| 3Y | +13.4% | +45.1% | -31.7% | +11.0% |
| 5Y | -1.4% | +52.1% | -53.5% | -3.7% |
| All | -1.4% | +53.3% | -54.8% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 5y: compounded portfolio wealth divided by compounded WM 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…
5y analysis · Full analysis span regression · 6 months rolling