+222.3%
WAB vs AGI
+389.6%
-167.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.3% |
| 7D | -0.2% | -5.3% | +5.1% | +0.5% |
| 30D | -5.9% | +6.8% | -12.6% | -6.8% |
| 3M | +9.4% | +8.3% | +1.1% | +7.7% |
| 6M | +13.8% | -29.2% | +43.1% | +17.8% |
| YTD | +31.8% | -7.3% | +39.0% | +31.5% |
| 1Y | +48.5% | +8.0% | +40.5% | +44.9% |
| 3Y | +167.0% | +206.6% | -39.6% | +120.7% |
| 5Y | +222.3% | +398.1% | -175.8% | +143.3% |
| All | +222.3% | +389.6% | -167.3% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling