+384.7%
AGI vs WU
-51.3%
+436.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -2.7% | -3.5% | +0.7% | -2.3% |
| 30D | +7.2% | -2.9% | +10.2% | +7.6% |
| 3M | +4.3% | -2.3% | +6.5% | +4.0% |
| 6M | -27.1% | -25.4% | -1.7% | -24.4% |
| YTD | -6.6% | -21.2% | +14.6% | -4.2% |
| 1Y | +9.5% | -8.9% | +18.4% | +9.4% |
| 3Y | +208.4% | -29.0% | +237.4% | +218.2% |
| All | +384.7% | -51.3% | +436.0% | +417.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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