+5,381.0%
AGI vs WWD
+6,636.5%
-1,255.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | +4.4% | +0.8% | +3.6% | +4.2% |
| 30D | +10.0% | -6.4% | +16.4% | +11.1% |
| 3M | +1.7% | -5.6% | +7.4% | +2.6% |
| 6M | -26.8% | -9.1% | -17.7% | -25.7% |
| YTD | -5.3% | +12.5% | -17.8% | -7.2% |
| 1Y | +11.5% | +41.3% | -29.8% | +5.2% |
| 3Y | +212.9% | +170.2% | +42.7% | +164.5% |
| 5Y | +388.8% | +192.5% | +196.3% | +303.8% |
| 10Y | +383.6% | +476.9% | -93.3% | +239.5% |
| All | +5,381.0% | +6,636.5% | -1,255.5% | +2,960.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling