+26.4%
AGNC vs WST
-23.9%
+50.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -4.7% | +1.8% | -6.5% | -5.0% |
| 30D | -5.7% | -1.7% | -4.0% | -5.5% |
| 3M | +1.9% | +4.9% | -3.0% | +1.1% |
| 6M | +1.8% | +45.5% | -43.7% | -3.9% |
| YTD | +3.4% | +26.1% | -22.7% | -0.5% |
| 1Y | +13.6% | +31.7% | -18.1% | +8.2% |
| 3Y | +60.4% | -12.1% | +72.4% | +57.8% |
| All | +26.4% | -23.9% | +50.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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