+167.4%
WAB vs AGI
+127.5%
+39.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | +5.1% | -10.1% | +15.2% | +6.3% |
| 30D | +4.0% | -6.5% | +10.5% | +4.6% |
| 3M | +0.1% | -12.8% | +12.9% | +1.2% |
| 6M | +12.8% | -34.3% | +47.1% | +17.2% |
| YTD | +40.1% | -25.6% | +65.7% | +43.3% |
| 1Y | +46.4% | -14.2% | +60.6% | +47.8% |
| 3Y | +167.4% | +127.3% | +40.1% | +137.6% |
| All | +167.4% | +127.5% | +39.9% | +137.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling