+17.4%
AGI vs WCN
-8.7%
+26.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | +0.6% | -0.6% | +1.2% | +0.6% |
| 30D | +18.2% | +0.4% | +17.8% | +18.2% |
| 3M | -4.1% | +7.3% | -11.5% | -4.6% |
| 6M | -28.7% | -2.5% | -26.2% | -26.3% |
| YTD | -4.0% | -5.4% | +1.4% | -0.8% |
| 1Y | +17.4% | -8.5% | +25.9% | +24.4% |
| All | +17.4% | -8.7% | +26.2% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling