+410.9%
AGI vs WU
-22.3%
+433.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +2.2% | -4.9% | +7.1% | +3.1% |
| 30D | +11.3% | -1.3% | +12.5% | +11.5% |
| 3M | +5.6% | -3.6% | +9.2% | +5.6% |
| 6M | -27.7% | -24.3% | -3.3% | -24.6% |
| YTD | -4.1% | -21.1% | +17.0% | -1.0% |
| 1Y | +13.8% | -10.3% | +24.1% | +14.3% |
| 3Y | +217.0% | -28.4% | +245.4% | +227.8% |
| 5Y | +404.3% | -51.2% | +455.5% | +452.8% |
| 10Y | +400.5% | -39.6% | +440.1% | +411.8% |
| All | +410.9% | -22.3% | +433.2% | +328.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling