+17.4%
AGI vs WSM
+19.9%
-2.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.5% |
| 7D | +0.6% | -3.3% | +3.9% | +1.5% |
| 30D | +18.2% | -8.4% | +26.6% | +21.1% |
| 3M | -4.1% | +9.7% | -13.8% | -6.5% |
| 6M | -28.7% | +16.7% | -45.4% | -32.1% |
| YTD | -4.0% | +28.7% | -32.7% | -11.3% |
| 1Y | +17.4% | +13.7% | +3.8% | +10.2% |
| All | +17.4% | +19.9% | -2.4% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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