+26.4%
AGNC vs WAT
-3.5%
+29.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | -4.7% | -0.3% | -4.4% | -4.6% |
| 30D | -5.7% | -1.9% | -3.8% | -5.2% |
| 3M | +1.9% | +13.5% | -11.7% | -2.2% |
| 6M | +1.8% | +37.2% | -35.4% | -8.6% |
| YTD | +3.4% | +7.5% | -4.1% | -0.2% |
| 1Y | +13.6% | +35.0% | -21.4% | +1.1% |
| 3Y | +60.4% | +55.1% | +5.3% | +28.2% |
| All | +26.4% | -3.5% | +29.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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