+208.4%
AGI vs WPM
+267.3%
-58.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | -1.3% |
| 7D | -2.7% | -0.6% | -2.2% | -2.3% |
| 30D | +7.2% | +14.4% | -7.2% | -5.8% |
| 3M | +4.3% | +37.0% | -32.7% | -23.0% |
| 6M | -27.1% | +4.1% | -31.2% | -30.3% |
| YTD | -6.6% | +31.7% | -38.3% | -28.3% |
| 1Y | +9.5% | +44.2% | -34.7% | -22.7% |
| 3Y | +208.4% | +265.5% | -57.0% | -6.3% |
| All | +208.4% | +267.3% | -58.8% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 3y: compounded portfolio wealth divided by compounded WPM 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…
3y analysis · Full analysis span regression · 6 months rolling