+80.6%
AGNC vs WCC
+541.6%
-461.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.3% |
| 7D | -4.7% | +1.5% | -6.2% | -5.1% |
| 30D | -5.7% | -2.1% | -3.5% | -5.4% |
| 3M | +1.9% | +3.8% | -2.0% | +0.1% |
| 6M | +1.8% | +35.0% | -33.2% | -7.0% |
| YTD | +3.4% | +46.4% | -42.9% | -7.7% |
| 1Y | +13.6% | +63.0% | -49.4% | -2.1% |
| 3Y | +60.4% | +133.9% | -73.6% | +19.4% |
| 5Y | +27.0% | +226.5% | -199.6% | -17.0% |
| All | +80.6% | +541.6% | -461.0% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling