+128.5%
AGNC vs NWSA
+121.1%
+7.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.7% | -2.8% | -1.9% | -4.0% |
| 30D | -5.7% | +3.0% | -8.7% | -6.4% |
| 3M | +1.9% | +12.3% | -10.5% | -1.4% |
| 6M | +1.8% | +21.9% | -20.1% | -3.7% |
| YTD | +3.4% | +13.6% | -10.1% | -0.6% |
| 1Y | +13.6% | +0.5% | +13.1% | +12.5% |
| 3Y | +60.4% | +43.8% | +16.6% | +43.9% |
| 5Y | +27.0% | +41.2% | -14.2% | +12.1% |
| 10Y | +83.1% | +148.6% | -65.5% | +36.9% |
| All | +128.5% | +121.1% | +7.4% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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