+628.3%
AGNC vs WPM
+1,219.1%
-590.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | -4.7% | -0.6% | -4.1% | -4.6% |
| 30D | -5.7% | +14.4% | -20.1% | -7.2% |
| 3M | +1.9% | +37.0% | -35.1% | -1.9% |
| 6M | +1.8% | +4.1% | -2.3% | +0.7% |
| YTD | +3.4% | +31.7% | -28.3% | -0.5% |
| 1Y | +13.6% | +44.2% | -30.6% | +7.9% |
| 3Y | +60.4% | +265.5% | -205.1% | +36.2% |
| 5Y | +27.0% | +262.5% | -235.5% | +7.0% |
| 10Y | +83.1% | +539.8% | -456.7% | +42.4% |
| All | +628.3% | +1,219.1% | -590.8% | +342.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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