+0.3%
AGI vs WST
+47.3%
-47.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.4% | +10.3% | +10.7% |
| 7D | -5.3% | +1.3% | -6.5% | -5.5% |
| 30D | -7.1% | +8.5% | -15.6% | -8.8% |
| 3M | +4.4% | +17.2% | -12.8% | +0.9% |
| 6M | -23.0% | +36.3% | -59.3% | -27.9% |
| YTD | -22.0% | +48.9% | -70.9% | -30.2% |
| 1Y | +0.3% | +42.9% | -42.6% | -9.9% |
| All | +0.3% | +47.3% | -47.0% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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