+5,269.5%
AGI vs WCN
+2,666.8%
+2,602.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.1% |
| 7D | -5.3% | -4.4% | -0.8% | -4.5% |
| 30D | +6.8% | -4.4% | +11.2% | +7.7% |
| 3M | +8.3% | +0.5% | +7.8% | +8.0% |
| 6M | -29.2% | -3.3% | -26.0% | -29.1% |
| YTD | -7.3% | -8.5% | +1.2% | -6.0% |
| 1Y | +8.0% | -8.9% | +17.0% | +9.4% |
| 3Y | +206.6% | +18.0% | +188.5% | +197.9% |
| 5Y | +398.1% | +25.0% | +373.1% | +378.4% |
| 10Y | +384.0% | +234.7% | +149.2% | +302.3% |
| All | +5,269.5% | +2,666.8% | +2,602.7% | +3,872.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling