+98.1%
AGG vs WM
+1,538.2%
-1,440.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | +0.2% | +1.2% | -1.0% | +0.2% |
| 30D | +2.4% | +13.1% | -10.7% | +2.3% |
| 3M | -0.2% | +3.6% | -3.8% | -0.2% |
| 6M | -1.0% | +8.1% | -9.1% | -1.1% |
| YTD | -0.4% | +8.9% | -9.3% | -0.5% |
| 1Y | -0.1% | +20.3% | -20.4% | -0.2% |
| 3Y | +15.3% | +46.2% | -30.9% | +14.9% |
| 5Y | -1.3% | +59.9% | -61.2% | -1.7% |
| 10Y | +15.4% | +345.6% | -330.2% | +15.0% |
| All | +98.1% | +1,538.2% | -1,440.1% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling