+337.4%
AGI vs WST
+344.2%
-6.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -2.7% | +1.8% | -4.6% | -3.0% |
| 30D | +7.2% | -1.7% | +9.0% | +7.5% |
| 3M | +4.3% | +4.9% | -0.6% | +3.6% |
| 6M | -27.1% | +45.5% | -72.6% | -30.5% |
| YTD | -6.6% | +26.1% | -32.7% | -9.5% |
| 1Y | +9.5% | +31.7% | -22.2% | +5.3% |
| 3Y | +208.4% | -12.1% | +220.5% | +204.0% |
| 5Y | +401.6% | -23.6% | +425.2% | +383.4% |
| All | +337.4% | +344.2% | -6.8% | +335.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling