+48.1%
WAB vs AGI
+9.2%
+38.8%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +0.1% | -2.7% | +2.9% | +0.5% |
| 30D | -4.1% | +7.2% | -11.3% | -5.0% |
| 3M | +8.2% | +4.3% | +3.9% | +7.0% |
| 6M | +15.4% | -27.1% | +42.5% | +18.7% |
| YTD | +33.1% | -6.6% | +39.8% | +33.8% |
| 1Y | +48.1% | +9.5% | +38.5% | +44.3% |
| All | +48.1% | +9.2% | +38.8% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling