+337.4%
AGI vs WCC
+541.6%
-204.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.2% |
| 7D | -2.7% | +1.5% | -4.3% | -3.0% |
| 30D | +7.2% | -2.1% | +9.4% | +7.5% |
| 3M | +4.3% | +3.8% | +0.4% | +3.3% |
| 6M | -27.1% | +35.0% | -62.1% | -30.4% |
| YTD | -6.6% | +46.4% | -53.0% | -11.9% |
| 1Y | +9.5% | +63.0% | -53.5% | +1.7% |
| 3Y | +208.4% | +133.9% | +74.5% | +165.0% |
| 5Y | +401.6% | +226.5% | +175.1% | +301.0% |
| All | +337.4% | +541.6% | -204.2% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling