+5,459.2%
AGI vs WST
+7,021.9%
-1,562.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | +18.2% | -3.1% | +21.4% | +18.7% |
| 3M | -4.1% | +7.2% | -11.3% | -4.9% |
| 6M | -28.7% | +36.8% | -65.5% | -31.4% |
| YTD | -4.0% | +23.8% | -27.8% | -6.6% |
| 1Y | +17.4% | +37.8% | -20.4% | +12.6% |
| 3Y | +203.0% | -15.9% | +218.9% | +199.6% |
| 5Y | +376.7% | -25.8% | +402.5% | +368.6% |
| 10Y | +407.5% | +319.6% | +87.9% | +317.9% |
| All | +5,459.2% | +7,021.9% | -1,562.7% | +3,267.6% |
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 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