+208.4%
AGI vs WWD
+167.6%
+40.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | -2.7% | -2.6% | -0.1% | -2.0% |
| 30D | +7.2% | -6.9% | +14.2% | +9.4% |
| 3M | +4.3% | -13.0% | +17.3% | +8.5% |
| 6M | -27.1% | -12.5% | -14.6% | -24.6% |
| YTD | -6.6% | +11.8% | -18.5% | -8.6% |
| 1Y | +9.5% | +41.1% | -31.5% | +1.7% |
| 3Y | +208.4% | +163.1% | +45.4% | +139.8% |
| All | +208.4% | +167.6% | +40.8% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 3y: compounded portfolio wealth divided by compounded WWD 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…
3y analysis · Full analysis span regression · 6 months rolling