0.0%
AGNC vs WING
-23.2%
+23.2%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.2% | +3.7% |
| 7D | +1.5% | +21.0% | -19.5% | +0.1% |
| 30D | +3.9% | +56.9% | -53.0% | +0.6% |
| 3M | -13.5% | +38.4% | -51.8% | -15.6% |
| 6M | -10.6% | +12.0% | -22.6% | -11.3% |
| YTD | -7.2% | -29.2% | +22.1% | -4.6% |
| 1Y | 0.0% | -28.8% | +28.8% | +2.5% |
| All | 0.0% | -23.2% | +23.2% | +2.5% |
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