+1,022.4%
AGI vs WPM
+6,037.2%
-5,014.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +0.5% |
| 7D | +2.2% | +3.9% | -1.7% | -0.5% |
| 30D | +11.3% | +17.7% | -6.4% | -1.1% |
| 3M | +5.6% | +39.4% | -33.8% | -16.7% |
| 6M | -27.7% | +6.4% | -34.1% | -30.5% |
| YTD | -4.1% | +34.0% | -38.1% | -21.3% |
| 1Y | +13.8% | +50.5% | -36.7% | -13.6% |
| 3Y | +217.0% | +280.3% | -63.3% | +26.5% |
| 5Y | +404.3% | +266.3% | +138.0% | +111.4% |
| 10Y | +400.5% | +550.8% | -150.3% | +49.7% |
| All | +1,022.4% | +6,037.2% | -5,014.7% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling