+404.3%
AGI vs WST
-27.5%
+431.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.3% |
| 7D | +2.2% | -1.7% | +3.9% | +2.4% |
| 30D | +11.3% | -4.3% | +15.6% | +11.9% |
| 3M | +5.6% | +0.7% | +4.9% | +5.5% |
| 6M | -27.7% | +36.0% | -63.7% | -30.7% |
| YTD | -4.1% | +22.7% | -26.8% | -7.0% |
| 1Y | +13.8% | +34.1% | -20.3% | +8.8% |
| 3Y | +217.0% | -13.6% | +230.6% | +215.0% |
| 5Y | +404.3% | -26.0% | +430.3% | +336.3% |
| All | +404.3% | -27.5% | +431.9% | +336.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling