+19.6%
AGNC vs WING
-65.5%
+85.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -1.2% | -3.9% | +2.6% | -0.9% |
| 30D | +0.9% | -11.6% | +12.5% | +1.8% |
| 3M | +7.0% | -24.2% | +31.2% | +9.2% |
| 6M | +3.9% | -54.1% | +58.0% | +10.7% |
| YTD | +8.5% | -53.9% | +62.4% | +15.3% |
| 1Y | +19.6% | -64.4% | +83.9% | +29.7% |
| All | +19.6% | -65.5% | +85.1% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling