+631.2%
AGNC vs WCC
+733.4%
-102.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.3% |
| 7D | -4.4% | +1.7% | -6.1% | -4.8% |
| 30D | -5.4% | -6.1% | +0.7% | -4.1% |
| 3M | +3.5% | +3.1% | +0.4% | +1.9% |
| 6M | +1.7% | +28.2% | -26.5% | -5.6% |
| YTD | +3.9% | +41.1% | -37.2% | -6.2% |
| 1Y | +13.8% | +61.3% | -47.5% | -1.2% |
| 3Y | +63.3% | +123.6% | -60.3% | +24.7% |
| 5Y | +27.5% | +214.8% | -187.3% | -14.0% |
| 10Y | +83.8% | +513.6% | -429.8% | -7.6% |
| All | +631.2% | +733.4% | -102.3% | +238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling