+212.9%
AGI vs WST
-15.5%
+228.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.4% |
| 7D | +4.4% | -0.3% | +4.6% | +4.4% |
| 30D | +10.0% | -4.6% | +14.6% | +10.4% |
| 3M | +1.7% | +5.7% | -4.0% | +1.3% |
| 6M | -26.8% | +37.6% | -64.4% | -28.5% |
| YTD | -5.3% | +23.0% | -28.4% | -7.0% |
| 1Y | +11.5% | +33.8% | -22.3% | +8.9% |
| 3Y | +212.9% | -13.4% | +226.3% | +214.6% |
| All | +212.9% | -15.5% | +228.5% | +214.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling