+26.4%
AGNC vs WING
-33.2%
+59.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.0% | -6.3% | -1.1% |
| 7D | -4.7% | +7.2% | -11.9% | -5.5% |
| 30D | -5.7% | +4.8% | -10.5% | -6.4% |
| 3M | +1.9% | -23.7% | +25.5% | +4.5% |
| 6M | +1.8% | -43.6% | +45.4% | +7.8% |
| YTD | +3.4% | -50.6% | +54.0% | +10.6% |
| 1Y | +13.6% | -57.0% | +70.6% | +23.1% |
| 3Y | +60.4% | -28.3% | +88.6% | +51.0% |
| All | +26.4% | -33.2% | +59.6% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling