+722.5%
SW vs AGNC
+599.2%
+123.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | +2.3% | +1.5% | +0.8% | +2.0% |
| 30D | +6.8% | +5.2% | +1.6% | +5.6% |
| 3M | -5.2% | -14.1% | +8.9% | -2.2% |
| 6M | +7.4% | -12.7% | +20.1% | +10.6% |
| YTD | +17.4% | -8.1% | +25.5% | +19.8% |
| 1Y | +27.1% | -1.3% | +28.4% | +28.0% |
| 3Y | +47.9% | +62.9% | -15.0% | +37.6% |
| 5Y | -2.6% | +9.7% | -12.2% | -5.0% |
| 10Y | +182.7% | +54.3% | +128.3% | +161.8% |
| All | +722.5% | +599.2% | +123.4% | +587.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling