+5,113.4%
WAB vs AGI
+4,206.7%
+906.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | +5.1% | -10.1% | +15.2% | +5.7% |
| 30D | +4.0% | -6.5% | +10.5% | +4.3% |
| 3M | +0.1% | -12.8% | +12.9% | +0.7% |
| 6M | +12.8% | -34.3% | +47.1% | +15.2% |
| YTD | +40.1% | -25.6% | +65.7% | +41.6% |
| 1Y | +46.4% | -14.2% | +60.6% | +46.7% |
| 3Y | +167.4% | +127.3% | +40.1% | +151.4% |
| 5Y | +215.0% | +241.8% | -26.7% | +187.4% |
| 10Y | +269.2% | +381.8% | -112.6% | +219.8% |
| All | +5,113.4% | +4,206.7% | +906.7% | +3,953.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling