+80.6%
AGNC vs WSM
+1,071.8%
-991.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -4.7% | -0.5% | -4.2% | -4.6% |
| 30D | -5.7% | -7.7% | +2.0% | -4.1% |
| 3M | +1.9% | +3.8% | -1.9% | +1.0% |
| 6M | +1.8% | +22.7% | -20.9% | -2.6% |
| YTD | +3.4% | +28.0% | -24.6% | -2.1% |
| 1Y | +13.6% | +12.7% | +0.9% | +10.0% |
| 3Y | +60.4% | +231.3% | -170.9% | +19.5% |
| 5Y | +27.0% | +177.2% | -150.2% | -5.2% |
| All | +80.6% | +1,071.8% | -991.1% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling