+98.1%
AGG vs WM
+1,540.6%
-1,442.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | +2.1% | +13.3% | -11.2% | +2.0% |
| 3M | -0.3% | +4.4% | -4.7% | -0.4% |
| 6M | -0.9% | +10.8% | -11.8% | -1.0% |
| YTD | -0.3% | +9.1% | -9.4% | -0.4% |
| 1Y | 0.0% | +19.1% | -19.1% | -0.2% |
| 3Y | +15.3% | +45.7% | -30.4% | +14.9% |
| 5Y | -1.4% | +60.4% | -61.8% | -1.8% |
| 10Y | +16.9% | +328.7% | -311.9% | +16.4% |
| All | +98.1% | +1,540.6% | -1,442.5% | +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