+21.9%
AGNC vs WETO
-99.4%
+121.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.4% |
| 7D | -4.7% | -4.3% | -0.4% | -4.7% |
| 30D | -5.7% | -39.9% | +34.2% | -5.5% |
| 3M | +1.9% | -97.9% | +99.8% | +3.3% |
| 6M | +1.8% | -95.0% | +96.8% | +2.1% |
| YTD | +3.4% | -97.2% | +100.6% | +4.4% |
| 1Y | +13.6% | -98.9% | +112.5% | +15.8% |
| All | +21.9% | -99.4% | +121.3% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 5y: compounded portfolio wealth divided by compounded WETO 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…
5y analysis · Full analysis span regression · 6 months rolling