+60.4%
AGNC vs WEC
+39.2%
+21.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.7% | -0.6% | -4.1% | -4.5% |
| 30D | -5.7% | -2.6% | -3.0% | -4.8% |
| 3M | +1.9% | -6.0% | +7.9% | +4.0% |
| 6M | +1.8% | -5.4% | +7.2% | +3.6% |
| YTD | +3.4% | +2.5% | +1.0% | +1.9% |
| 1Y | +13.6% | -0.7% | +14.3% | +13.2% |
| 3Y | +60.4% | +38.7% | +21.6% | +36.2% |
| All | +60.4% | +39.2% | +21.2% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 3y: compounded portfolio wealth divided by compounded WEC 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…
3y analysis · Full analysis span regression · 6 months rolling