+26.4%
AGNC vs WWD
+184.1%
-157.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.7% |
| 7D | -4.7% | -2.6% | -2.1% | -4.0% |
| 30D | -5.7% | -6.9% | +1.3% | -4.0% |
| 3M | +1.9% | -13.0% | +14.9% | +5.1% |
| 6M | +1.8% | -12.5% | +14.2% | +4.4% |
| YTD | +3.4% | +11.8% | -8.4% | -1.2% |
| 1Y | +13.6% | +41.1% | -27.4% | +1.0% |
| 3Y | +60.4% | +163.1% | -102.7% | +12.4% |
| All | +26.4% | +184.1% | -157.7% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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