+755.0%
SW vs AGNC
+726.1%
+28.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -5.1% | -1.2% | -3.9% | -4.9% |
| 30D | -4.6% | +0.9% | -5.5% | -4.7% |
| 3M | +9.4% | +7.0% | +2.4% | +8.0% |
| 6M | +3.5% | +3.9% | -0.4% | +2.9% |
| YTD | +22.0% | +8.5% | +13.5% | +20.3% |
| 1Y | +2.2% | +19.6% | -17.3% | -0.9% |
| 3Y | +19.6% | +66.1% | -46.5% | +9.7% |
| 5Y | -2.3% | +31.8% | -34.2% | -8.2% |
| 10Y | +181.4% | +87.0% | +94.3% | +151.5% |
| All | +755.0% | +726.1% | +28.9% | +590.9% |
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