+628.3%
AGNC vs WU
-36.9%
+665.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -4.7% | -3.5% | -1.2% | -3.8% |
| 30D | -5.7% | -2.9% | -2.7% | -5.0% |
| 3M | +1.9% | -2.3% | +4.1% | +1.4% |
| 6M | +1.8% | -25.4% | +27.2% | +9.1% |
| YTD | +3.4% | -21.2% | +24.6% | +8.9% |
| 1Y | +13.6% | -8.9% | +22.5% | +14.0% |
| 3Y | +60.4% | -29.0% | +89.3% | +70.8% |
| 5Y | +27.0% | -50.7% | +77.7% | +47.6% |
| 10Y | +83.1% | -39.7% | +122.8% | +98.1% |
| All | +628.3% | -36.9% | +665.2% | +629.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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