+4,206.7%
AGI vs WST
+8,628.9%
-4,422.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -10.1% | +4.2% | -14.3% | -10.5% |
| 30D | -6.5% | +11.2% | -17.8% | -7.7% |
| 3M | -12.8% | +20.4% | -33.2% | -14.7% |
| 6M | -34.3% | +37.9% | -72.2% | -36.8% |
| YTD | -25.6% | +51.8% | -77.4% | -29.4% |
| 1Y | -14.2% | +56.6% | -70.9% | -19.0% |
| 3Y | +127.3% | +24.2% | +103.1% | +114.2% |
| 5Y | +241.8% | +0.7% | +241.1% | +224.8% |
| 10Y | +381.8% | +456.3% | -74.5% | +284.3% |
| All | +4,206.7% | +8,628.9% | -4,422.1% | +2,445.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling