+5,453.2%
AGI vs WCC
+8,636.4%
-3,183.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +2.2% | +6.8% | -4.6% | +1.0% |
| 30D | +11.3% | -3.0% | +14.3% | +11.8% |
| 3M | +5.6% | +0.2% | +5.4% | +5.2% |
| 6M | -27.7% | +33.2% | -60.8% | -31.6% |
| YTD | -4.1% | +45.8% | -49.9% | -10.9% |
| 1Y | +13.8% | +68.4% | -54.6% | +2.9% |
| 3Y | +217.0% | +131.1% | +85.9% | +161.5% |
| 5Y | +404.3% | +225.6% | +178.7% | +277.8% |
| 10Y | +400.5% | +534.2% | -133.7% | +201.4% |
| All | +5,453.2% | +8,636.4% | -3,183.2% | +2,770.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling