+628.3%
AGNC vs WAT
+538.0%
+90.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 6M | +1.8% | +37.2% | -35.4% | -7.6% |
| YTD | +3.4% | +7.5% | -4.1% | +0.1% |
| 1Y | +13.6% | +35.0% | -21.4% | +2.6% |
| 3Y | +60.4% | +55.1% | +5.3% | +35.5% |
| 5Y | +27.0% | -2.8% | +29.8% | +20.3% |
| 10Y | +83.1% | +170.2% | -87.1% | +26.3% |
| All | +628.3% | +538.0% | +90.3% | +257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling