+133.7%
SW vs AGNC
+83.7%
+50.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -5.7% | -4.7% | -1.0% | -4.2% |
| 30D | -11.4% | -5.7% | -5.8% | -9.7% |
| 3M | +2.2% | +1.9% | +0.3% | +1.7% |
| 6M | +4.5% | +1.8% | +2.7% | +4.2% |
| YTD | +15.1% | +3.4% | +11.6% | +14.2% |
| 1Y | -2.5% | +13.6% | -16.1% | -5.9% |
| 3Y | +28.0% | +60.4% | -32.4% | +12.4% |
| 5Y | -7.9% | +27.0% | -34.9% | -14.6% |
| All | +133.7% | +83.7% | +50.0% | +94.4% |
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