+243.4%
AGI vs WST
-0.5%
+243.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | -7.5% | +4.9% | -12.4% | -8.1% |
| 30D | -9.9% | +10.7% | -20.6% | -11.2% |
| 3M | -14.2% | +16.8% | -31.0% | -16.1% |
| 6M | -35.2% | +32.0% | -67.2% | -37.8% |
| YTD | -25.2% | +49.9% | -75.2% | -29.8% |
| 1Y | -14.3% | +50.6% | -65.0% | -19.7% |
| 3Y | +127.7% | +21.4% | +106.3% | +111.5% |
| 5Y | +243.4% | -0.6% | +244.0% | +214.8% |
| All | +243.4% | -0.5% | +243.9% | +214.8% |
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 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