+40.1%
SW vs AGNC
+53.4%
-13.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | -2.9% | -6.3% | +3.3% | +1.7% |
| 30D | +5.0% | -3.1% | +8.1% | +7.2% |
| 3M | -13.7% | -22.1% | +8.4% | +3.9% |
| 6M | +8.0% | -16.9% | +24.9% | +24.1% |
| YTD | +14.0% | -13.9% | +27.8% | +27.2% |
| 1Y | +25.6% | -6.9% | +32.5% | +32.5% |
| 3Y | +40.1% | +50.9% | -10.7% | +7.0% |
| All | +40.1% | +53.4% | -13.3% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling