+628.3%
AGNC vs WEC
+692.9%
-64.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.7% |
| 3M | +1.9% | -6.0% | +7.9% | +4.2% |
| 6M | +1.8% | -5.4% | +7.2% | +3.7% |
| YTD | +3.4% | +2.5% | +1.0% | +2.1% |
| 1Y | +13.6% | -0.7% | +14.3% | +13.4% |
| 3Y | +60.4% | +38.7% | +21.6% | +39.1% |
| 5Y | +27.0% | +31.7% | -4.7% | +11.6% |
| 10Y | +83.1% | +146.5% | -63.4% | +15.7% |
| All | +628.3% | +692.9% | -64.6% | +130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling