+654.1%
AGNC vs WST
+1,570.6%
-916.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -1.0% | -1.7% | +0.6% | -0.7% |
| 30D | -1.2% | -4.3% | +3.1% | -0.4% |
| 3M | +5.4% | +0.7% | +4.6% | +5.1% |
| 6M | +6.7% | +36.0% | -29.3% | 0.0% |
| YTD | +7.1% | +22.7% | -15.6% | +2.1% |
| 1Y | +16.3% | +34.1% | -17.8% | +8.4% |
| 3Y | +68.5% | -13.6% | +82.0% | +63.6% |
| 5Y | +31.4% | -26.0% | +57.4% | +28.4% |
| 10Y | +89.6% | +335.8% | -246.2% | +9.9% |
| All | +654.1% | +1,570.6% | -916.5% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling