+628.3%
AGNC vs WAB
+1,274.4%
-646.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.7% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -5.7% | -4.1% | -1.6% | -4.6% |
| 3M | +1.9% | +8.2% | -6.3% | -0.9% |
| 6M | +1.8% | +15.4% | -13.6% | -3.0% |
| YTD | +3.4% | +33.1% | -29.7% | -5.5% |
| 1Y | +13.6% | +48.1% | -34.5% | +0.3% |
| 3Y | +60.4% | +167.7% | -107.4% | +17.6% |
| 5Y | +27.0% | +225.7% | -198.7% | -12.7% |
| 10Y | +83.1% | +293.7% | -210.6% | +10.6% |
| All | +628.3% | +1,274.4% | -646.1% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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