+183.3%
SW vs AGNC
+57.9%
+125.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | +1.8% | +2.8% | -0.9% | +0.9% |
| 30D | +7.0% | +4.4% | +2.6% | +5.4% |
| 3M | -7.6% | -14.5% | +6.8% | -2.7% |
| 6M | +8.5% | -11.7% | +20.3% | +13.3% |
| YTD | +17.7% | -6.6% | +24.2% | +20.7% |
| 1Y | +27.1% | -0.9% | +28.0% | +28.1% |
| 3Y | +48.2% | +67.1% | -18.9% | +30.7% |
| 5Y | -2.3% | +12.6% | -14.9% | -5.8% |
| 10Y | +183.3% | +57.6% | +125.7% | +160.4% |
| All | +183.3% | +57.9% | +125.5% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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