+5,453.2%
AGI vs WSM
+2,764.4%
+2,688.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.3% |
| 7D | +2.2% | +2.6% | -0.4% | +2.0% |
| 30D | +11.3% | -9.3% | +20.6% | +12.1% |
| 3M | +5.6% | +7.1% | -1.4% | +5.1% |
| 6M | -27.7% | +21.7% | -49.4% | -28.8% |
| YTD | -4.1% | +28.7% | -32.8% | -6.1% |
| 1Y | +13.8% | +13.9% | -0.1% | +12.4% |
| 3Y | +217.0% | +232.2% | -15.1% | +184.3% |
| 5Y | +404.3% | +176.4% | +227.9% | +351.9% |
| 10Y | +400.5% | +1,072.4% | -671.9% | +290.0% |
| All | +5,453.2% | +2,764.4% | +2,688.8% | +3,764.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling