+375.0%
AGI vs WST
+456.5%
-81.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -10.1% | +4.2% | -14.3% | -10.6% |
| 30D | -6.5% | +11.2% | -17.8% | -7.9% |
| 3M | -12.8% | +20.4% | -33.2% | -15.0% |
| 6M | -34.3% | +37.9% | -72.2% | -37.1% |
| YTD | -25.6% | +51.8% | -77.4% | -29.9% |
| 1Y | -14.2% | +56.6% | -70.9% | -19.5% |
| 3Y | +127.3% | +24.2% | +103.1% | +112.5% |
| 5Y | +241.8% | +0.7% | +241.1% | +219.1% |
| All | +375.0% | +456.5% | -81.5% | +299.6% |
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