+384.7%
AGI vs WSM
+175.3%
+209.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +7.2% | -7.7% | +15.0% | +8.2% |
| 3M | +4.3% | +3.8% | +0.5% | +3.8% |
| 6M | -27.1% | +22.7% | -49.8% | -28.8% |
| YTD | -6.6% | +28.0% | -34.6% | -9.2% |
| 1Y | +9.5% | +12.7% | -3.2% | +7.6% |
| 3Y | +208.4% | +231.3% | -22.8% | +160.5% |
| All | +384.7% | +175.3% | +209.4% | +303.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling