+398.1%
AGI vs WWD
+187.1%
+211.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.9% | -2.9% |
| 7D | -5.3% | -2.9% | -2.4% | -4.4% |
| 30D | +6.8% | -6.6% | +13.3% | +8.7% |
| 3M | +8.3% | -9.3% | +17.6% | +11.2% |
| 6M | -29.2% | -13.6% | -15.6% | -26.5% |
| YTD | -7.3% | +10.4% | -17.6% | -9.5% |
| 1Y | +8.0% | +39.9% | -31.8% | -1.0% |
| 3Y | +206.6% | +165.0% | +41.5% | +130.8% |
| 5Y | +398.1% | +183.8% | +214.4% | +259.1% |
| All | +398.1% | +187.1% | +211.1% | +259.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling